+235.3%
DIA vs MET
+195.0%
+40.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.7% | +0.1% |
| 7D | +1.6% | +2.1% | -0.5% | +0.6% |
| 30D | +1.2% | +1.8% | -0.6% | +0.4% |
| 3M | -2.4% | +6.0% | -8.4% | -5.1% |
| 6M | +5.7% | +31.1% | -25.4% | -6.9% |
| YTD | +9.9% | +32.6% | -22.6% | -4.0% |
| 1Y | +9.8% | +30.5% | -20.6% | -3.5% |
| 3Y | +59.8% | +83.6% | -23.8% | +17.9% |
| 5Y | +57.7% | +84.2% | -26.5% | +14.1% |
| All | +235.3% | +195.0% | +40.2% | +75.3% |
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