+31.0%
DIS vs MET
+195.0%
-164.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.1% | -0.6% |
| 7D | +0.9% | +2.1% | -1.3% | -0.2% |
| 30D | +8.9% | +1.8% | +7.1% | +7.8% |
| 3M | +14.5% | +6.0% | +8.5% | +10.9% |
| 6M | +12.2% | +31.1% | -18.9% | -2.9% |
| YTD | +4.7% | +32.6% | -27.8% | -10.3% |
| 1Y | +2.8% | +30.5% | -27.6% | -11.2% |
| 3Y | +38.1% | +83.6% | -45.4% | -1.6% |
| 5Y | -23.6% | +84.2% | -107.8% | -46.4% |
| All | +31.0% | +195.0% | -164.0% | -34.4% |
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