-99.9%
DFNS vs MET
+82.8%
-182.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.4% | -1.6% |
| 7D | +0.8% | +1.1% | -0.4% | +1.2% |
| 30D | -73.2% | -2.3% | -70.9% | -73.3% |
| 3M | -72.4% | +13.9% | -86.3% | -70.9% |
| 6M | -95.2% | +34.8% | -130.0% | -94.6% |
| YTD | -98.0% | +23.5% | -121.5% | -97.8% |
| 1Y | -98.3% | +23.4% | -121.7% | -98.1% |
| 3Y | -99.9% | +64.9% | -164.7% | -99.9% |
| 5Y | -99.9% | +82.0% | -181.9% | -99.9% |
| All | -99.9% | +82.8% | -182.6% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling