+45.6%
DUK vs MET
+66.1%
-20.5%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.1% | -2.0% | -1.0% |
| 7D | -1.7% | -2.5% | +0.8% | -1.4% |
| 30D | -2.2% | 0.0% | -2.2% | -2.3% |
| 3M | -3.7% | +13.1% | -16.8% | -5.1% |
| 6M | -6.3% | +39.0% | -45.3% | -9.7% |
| YTD | +4.5% | +25.2% | -20.7% | +1.9% |
| 1Y | +1.8% | +25.6% | -23.8% | -0.9% |
| All | +45.6% | +66.1% | -20.5% | +25.4% |
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