-100.0%
DFNS vs MET
+228.2%
-328.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +3.5% | -6.4% | -2.1% |
| 7D | -42.8% | +1.3% | -44.1% | -42.6% |
| 30D | -67.6% | +4.0% | -71.6% | -67.2% |
| 3M | -94.9% | +4.6% | -99.5% | -94.8% |
| 6M | -96.7% | +32.8% | -129.5% | -96.4% |
| YTD | -99.6% | +32.3% | -131.9% | -99.6% |
| 1Y | -99.7% | +37.1% | -136.9% | -99.7% |
| 3Y | -100.0% | +86.8% | -186.8% | -100.0% |
| 5Y | -100.0% | +87.4% | -187.4% | -100.0% |
| All | -100.0% | +228.2% | -328.2% | -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 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