-34.9%
DOW vs MET
+64.3%
-99.2%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.7% |
| 7D | -6.0% | -0.8% | -5.3% | -5.7% |
| 30D | -2.7% | -1.4% | -1.4% | -2.2% |
| 3M | -10.5% | +12.5% | -23.0% | -16.5% |
| 6M | -12.4% | +37.1% | -49.5% | -28.0% |
| YTD | +30.0% | +23.8% | +6.2% | +13.9% |
| 1Y | +27.8% | +24.1% | +3.7% | +11.4% |
| All | -34.9% | +64.3% | -99.2% | -52.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling