+5,592.0%
DE vs MET
+1,300.1%
+4,291.9%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | +0.5% |
| 7D | +10.0% | +1.2% | +8.9% | +9.5% |
| 30D | +13.3% | +1.4% | +11.9% | +12.5% |
| 3M | +17.5% | +17.7% | -0.2% | +9.7% |
| 6M | +13.6% | +35.0% | -21.4% | +0.2% |
| YTD | +49.8% | +26.3% | +23.5% | +35.3% |
| 1Y | +47.9% | +22.8% | +25.0% | +34.6% |
| 3Y | +72.5% | +65.9% | +6.6% | +38.0% |
| 5Y | +90.2% | +85.4% | +4.9% | +44.9% |
| 10Y | +865.4% | +253.7% | +611.7% | +462.9% |
| All | +5,592.0% | +1,300.1% | +4,291.9% | +2,060.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling