-50.3%
DOCS vs MET
+92.1%
-142.4%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.6% | -1.1% | -1.9% |
| 7D | -1.4% | +1.2% | -2.6% | -2.0% |
| 30D | +21.8% | +1.4% | +20.4% | +20.3% |
| 3M | +27.3% | +17.7% | +9.6% | +15.7% |
| 6M | -0.3% | +35.0% | -35.3% | -16.4% |
| YTD | -40.5% | +26.3% | -66.8% | -48.4% |
| 1Y | -61.5% | +22.8% | -84.4% | -66.2% |
| 3Y | +8.2% | +65.9% | -57.8% | -21.1% |
| 5Y | -73.4% | +85.4% | -158.8% | -81.6% |
| All | -50.3% | +92.1% | -142.4% | -64.9% |
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