+851.5%
DE vs MET
+249.3%
+602.2%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.5% |
| 7D | -2.6% | -0.5% | -2.1% | -2.3% |
| 30D | +9.0% | +0.5% | +8.5% | +8.6% |
| 3M | +19.1% | +11.6% | +7.5% | +11.5% |
| 6M | +14.4% | +40.8% | -26.4% | -6.4% |
| YTD | +45.9% | +25.7% | +20.3% | +26.7% |
| 1Y | +43.6% | +24.4% | +19.2% | +24.7% |
| 3Y | +75.9% | +67.5% | +8.4% | +25.5% |
| 5Y | +98.8% | +85.8% | +12.9% | +31.3% |
| All | +851.5% | +249.3% | +602.2% | +337.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MET.
Daily Out/Under-Performance
Portfolio return minus MET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MET return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded MET wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling