+103.1%
DOCN vs MET
+105.5%
-2.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.8% | -4.9% | -4.6% |
| 7D | +19.1% | +4.5% | +14.6% | +16.0% |
| 30D | -21.0% | +3.5% | -24.6% | -22.7% |
| 3M | -34.7% | +5.9% | -40.7% | -37.4% |
| 6M | -45.8% | +33.1% | -78.8% | -56.0% |
| YTD | +79.4% | +33.6% | +45.8% | +44.0% |
| 1Y | +91.0% | +32.7% | +58.3% | +53.7% |
| 3Y | +237.5% | +85.0% | +152.4% | +122.5% |
| 5Y | -30.4% | +85.6% | -116.0% | -53.3% |
| All | +103.1% | +105.5% | -2.4% | +34.2% |
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