-51.1%
DOCS vs MET
+80.6%
-131.7%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -3.1% | -1.2% | -2.7% |
| 7D | -1.3% | -0.5% | -0.9% | -1.0% |
| 30D | +19.4% | +3.3% | +16.1% | +17.5% |
| 3M | +53.4% | +4.2% | +49.2% | +49.4% |
| 6M | +28.8% | +27.3% | +1.4% | +11.8% |
| YTD | -25.1% | +29.8% | -54.9% | -35.9% |
| 1Y | -48.1% | +30.2% | -78.4% | -55.8% |
| 3Y | +51.4% | +77.6% | -26.2% | +6.4% |
| 5Y | -51.1% | +82.3% | -133.4% | -65.8% |
| All | -51.1% | +80.6% | -131.7% | -65.8% |
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 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