+126.0%
DUK vs MET
+249.3%
-123.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.3% | 0.0% |
| 7D | -0.7% | -0.5% | -0.2% | -0.6% |
| 30D | -2.4% | +0.5% | -2.9% | -2.6% |
| 3M | -3.0% | +11.6% | -14.6% | -5.6% |
| 6M | -6.6% | +40.8% | -47.3% | -14.1% |
| YTD | +4.6% | +25.7% | -21.1% | -1.5% |
| 1Y | +1.2% | +24.4% | -23.1% | -4.6% |
| 3Y | +45.7% | +67.5% | -21.8% | +24.7% |
| 5Y | +40.3% | +85.8% | -45.5% | +14.9% |
| All | +126.0% | +249.3% | -123.3% | +46.3% |
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