-31.9%
DIS vs MET
+78.1%
-110.1%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | +0.4% |
| 7D | +5.2% | -1.2% | +6.4% | +5.9% |
| 30D | +11.5% | +3.2% | +8.2% | +9.5% |
| 3M | +11.5% | -1.1% | +12.6% | +11.9% |
| 6M | +8.9% | +25.0% | -16.2% | -4.0% |
| YTD | +3.4% | +27.9% | -24.5% | -10.3% |
| 1Y | +7.2% | +32.9% | -25.7% | -9.0% |
| 3Y | +43.3% | +78.8% | -35.5% | +1.3% |
| All | -31.9% | +78.1% | -110.1% | -52.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling