+0.1%
DOW vs MET
+195.4%
-195.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.9% |
| 7D | +5.2% | +4.5% | +0.8% | +2.0% |
| 30D | +13.2% | +3.5% | +9.6% | +10.0% |
| 3M | +10.1% | +5.9% | +4.2% | +4.9% |
| 6M | -13.1% | +33.1% | -46.1% | -30.2% |
| YTD | +46.1% | +33.6% | +12.5% | +15.6% |
| 1Y | +50.0% | +32.7% | +17.3% | +19.4% |
| 3Y | -20.2% | +85.0% | -105.3% | -51.5% |
| 5Y | -27.7% | +85.6% | -113.3% | -57.4% |
| All | +0.1% | +195.4% | -195.4% | -57.3% |
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