+244.3%
DIA vs MET
+248.0%
-3.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.8% | -1.1% |
| 7D | -3.0% | -2.5% | -0.5% | -2.0% |
| 30D | -3.0% | 0.0% | -3.0% | -3.1% |
| 3M | +4.5% | +13.1% | -8.6% | -1.4% |
| 6M | +9.8% | +39.0% | -29.2% | -5.7% |
| YTD | +9.3% | +25.2% | -15.9% | -1.9% |
| 1Y | +16.0% | +25.6% | -9.7% | +3.6% |
| 3Y | +57.7% | +67.1% | -9.3% | +21.6% |
| 5Y | +63.8% | +85.1% | -21.4% | +18.2% |
| All | +244.3% | +248.0% | -3.7% | +73.9% |
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 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