-100.0%
DFNS vs MET
+231.4%
-331.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.8% | -6.3% | -5.3% |
| 7D | -6.0% | +4.5% | -10.4% | -5.0% |
| 30D | -71.2% | +3.5% | -74.7% | -71.0% |
| 3M | -94.5% | +5.9% | -100.5% | -94.4% |
| 6M | -96.5% | +33.1% | -129.6% | -96.2% |
| YTD | -99.6% | +33.6% | -133.2% | -99.6% |
| 1Y | -99.7% | +32.7% | -132.4% | -99.7% |
| 3Y | -100.0% | +85.0% | -185.0% | -100.0% |
| 5Y | -100.0% | +85.6% | -185.6% | -100.0% |
| All | -100.0% | +231.4% | -331.3% | -100.0% |
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