-99.9%
DFNS vs MET
+213.3%
-313.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.2% | +0.2% |
| 7D | -16.0% | +1.2% | -17.1% | -15.8% |
| 30D | -77.7% | +1.4% | -79.1% | -77.5% |
| 3M | -77.2% | +17.7% | -94.9% | -76.0% |
| 6M | -95.2% | +35.0% | -130.2% | -94.7% |
| YTD | -98.0% | +26.3% | -124.2% | -97.8% |
| 1Y | -98.3% | +22.8% | -121.1% | -98.2% |
| 3Y | -99.9% | +65.9% | -165.8% | -99.9% |
| 5Y | -99.9% | +85.4% | -185.2% | -99.9% |
| All | -99.9% | +213.3% | -313.1% | -99.8% |
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