-10.4%
DOW vs MET
+173.2%
-183.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.2% | +2.6% | +2.0% |
| 7D | -2.9% | +1.1% | -4.1% | -3.8% |
| 30D | +2.0% | -2.3% | +4.3% | +3.3% |
| 3M | -12.5% | +13.9% | -26.4% | -20.9% |
| 6M | -9.2% | +34.8% | -44.0% | -28.2% |
| YTD | +30.8% | +23.5% | +7.2% | +9.8% |
| 1Y | +29.4% | +23.4% | +6.0% | +8.4% |
| 3Y | -34.6% | +64.9% | -99.4% | -56.7% |
| 5Y | -35.9% | +82.0% | -118.0% | -61.8% |
| All | -10.4% | +173.2% | -183.7% | -59.5% |
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