-55.0%
DOCS vs MET
+87.9%
-142.9%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.8% | -2.1% | -1.8% |
| 7D | -0.6% | +1.8% | -2.3% | -1.4% |
| 30D | +6.3% | +4.8% | +1.5% | +3.7% |
| 3M | +26.5% | +6.2% | +20.3% | +22.6% |
| 6M | +24.8% | +33.8% | -9.0% | +5.3% |
| YTD | -26.8% | +33.3% | -60.1% | -38.3% |
| 1Y | -38.3% | +36.3% | -74.6% | -48.8% |
| 3Y | +36.0% | +84.6% | -48.5% | -6.8% |
| 5Y | -55.0% | +87.7% | -142.6% | -69.0% |
| All | -55.0% | +87.9% | -142.9% | -69.0% |
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