-99.9%
DFNS vs MET
+207.1%
-306.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.2% | -4.8% | -4.6% |
| 7D | +4.6% | -0.8% | +5.4% | +4.4% |
| 30D | -73.9% | -1.4% | -72.5% | -73.8% |
| 3M | -71.7% | +12.5% | -84.2% | -70.6% |
| 6M | -94.6% | +37.1% | -131.7% | -94.0% |
| YTD | -98.1% | +23.8% | -121.9% | -98.0% |
| 1Y | -98.3% | +24.1% | -122.4% | -98.2% |
| 3Y | -99.9% | +65.2% | -165.1% | -99.9% |
| 5Y | -99.9% | +82.3% | -182.1% | -99.9% |
| All | -99.9% | +207.1% | -306.9% | -99.9% |
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