+750.0%
DIA vs MET
+1,300.1%
-550.2%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | 0.0% |
| 7D | -0.2% | +1.2% | -1.3% | -0.6% |
| 30D | -1.5% | +1.4% | -2.9% | -2.0% |
| 3M | +3.8% | +17.7% | -13.9% | -1.6% |
| 6M | +10.3% | +35.0% | -24.7% | +0.2% |
| YTD | +12.1% | +26.3% | -14.2% | +3.8% |
| 1Y | +18.6% | +22.8% | -4.2% | +10.6% |
| 3Y | +60.6% | +65.9% | -5.3% | +35.3% |
| 5Y | +64.4% | +85.4% | -20.9% | +32.6% |
| 10Y | +250.1% | +253.7% | -3.6% | +125.6% |
| All | +750.0% | +1,300.1% | -550.2% | +237.8% |
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