+297.0%
DIS vs MET
+1,366.8%
-1,069.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.5% | -1.4% | +0.8% |
| 7D | +5.3% | +1.3% | +4.0% | +4.8% |
| 30D | +10.2% | +4.0% | +6.2% | +8.6% |
| 3M | +13.5% | +4.6% | +8.9% | +11.5% |
| 6M | +11.1% | +32.8% | -21.7% | -0.1% |
| YTD | +5.5% | +32.3% | -26.8% | -5.3% |
| 1Y | +9.1% | +37.1% | -28.0% | -3.3% |
| 3Y | +36.0% | +86.8% | -50.8% | +7.0% |
| 5Y | -29.8% | +87.4% | -117.2% | -45.1% |
| 10Y | +36.6% | +209.9% | -173.3% | -13.8% |
| All | +297.0% | +1,366.8% | -1,069.9% | +70.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling