+1,209.8%
MET vs D
+890.6%
+319.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.4% |
| 7D | +1.2% | +1.5% | -0.3% | +0.3% |
| 30D | +1.4% | -2.6% | +4.0% | +2.8% |
| 3M | +17.7% | 0.0% | +17.7% | +17.4% |
| 6M | +35.0% | +7.4% | +27.6% | +28.5% |
| YTD | +26.3% | +15.9% | +10.4% | +14.8% |
| 1Y | +22.8% | +18.1% | +4.7% | +9.9% |
| 3Y | +65.9% | +58.4% | +7.6% | +20.6% |
| 5Y | +85.4% | +5.2% | +80.2% | +68.6% |
| 10Y | +253.7% | +35.9% | +217.9% | +159.2% |
| All | +1,209.8% | +890.6% | +319.2% | +239.1% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 1990-01-01 to 2026-09-04: compounded portfolio wealth divided by compounded D 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling