+36.6%
DIS vs MET
+227.5%
-190.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.5% | -1.4% | +0.2% |
| 7D | +5.3% | +1.3% | +4.0% | +4.6% |
| 30D | +10.2% | +4.0% | +6.2% | +7.9% |
| 3M | +13.5% | +4.6% | +8.9% | +10.7% |
| 6M | +11.1% | +32.8% | -21.7% | -4.5% |
| YTD | +5.5% | +32.3% | -26.8% | -9.5% |
| 1Y | +9.1% | +37.1% | -28.0% | -8.2% |
| 3Y | +36.0% | +86.8% | -50.8% | -4.0% |
| 5Y | -29.8% | +87.4% | -117.2% | -51.1% |
| 10Y | +36.6% | +209.9% | -173.3% | -30.9% |
| All | +36.6% | +227.5% | -190.9% | -30.9% |
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