+21.2%
DIS vs MET
+247.1%
-225.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.2% | +1.9% | +0.9% |
| 7D | -1.1% | +1.1% | -2.2% | -1.7% |
| 30D | +0.1% | -2.3% | +2.5% | +1.3% |
| 3M | +7.1% | +13.9% | -6.8% | 0.0% |
| 6M | +4.3% | +34.8% | -30.5% | -10.9% |
| YTD | -6.9% | +23.5% | -30.5% | -17.1% |
| 1Y | -10.3% | +23.4% | -33.7% | -20.3% |
| 3Y | +32.8% | +64.9% | -32.0% | +0.3% |
| 5Y | -41.5% | +82.0% | -123.5% | -58.5% |
| 10Y | +21.2% | +244.4% | -223.2% | -39.8% |
| All | +21.2% | +247.1% | -225.9% | -39.8% |
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 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