-100.0%
DFNS vs MET
+78.1%
-178.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -1.5% | -10.7% | -12.7% |
| 7D | -44.0% | -1.2% | -42.8% | -44.3% |
| 30D | -69.1% | +3.2% | -72.3% | -68.8% |
| 3M | -95.6% | -1.1% | -94.5% | -95.6% |
| 6M | -96.2% | +25.0% | -121.2% | -95.8% |
| YTD | -99.6% | +27.9% | -127.5% | -99.6% |
| 1Y | -99.7% | +32.9% | -132.6% | -99.7% |
| 3Y | -100.0% | +78.8% | -178.8% | -100.0% |
| All | -100.0% | +78.1% | -178.1% | -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 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