+36.3%
DIS vs MET
+206.5%
-170.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | -0.3% |
| 7D | +4.4% | +1.8% | +2.6% | +3.5% |
| 30D | +10.3% | +4.8% | +5.5% | +7.6% |
| 3M | +15.5% | +6.2% | +9.3% | +11.7% |
| 6M | +11.2% | +33.8% | -22.6% | -4.8% |
| YTD | +5.6% | +33.3% | -27.7% | -9.8% |
| 1Y | +7.7% | +36.3% | -28.6% | -9.1% |
| 3Y | +39.3% | +84.6% | -45.3% | -1.1% |
| 5Y | -29.5% | +87.7% | -117.2% | -51.0% |
| 10Y | +36.3% | +198.0% | -161.7% | -31.5% |
| All | +36.3% | +206.5% | -170.2% | -31.5% |
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