+192.2%
MET vs D
+47.7%
+144.5%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.7% |
| 7D | +2.1% | -3.1% | +5.2% | +3.5% |
| 30D | +1.8% | +8.4% | -6.6% | -1.8% |
| 3M | +6.0% | +0.2% | +5.8% | +5.7% |
| 6M | +31.1% | +9.5% | +21.6% | +25.3% |
| YTD | +32.6% | +18.8% | +13.8% | +21.6% |
| 1Y | +30.5% | +14.7% | +15.8% | +21.4% |
| 3Y | +83.6% | +72.9% | +10.6% | +37.5% |
| 5Y | +84.2% | +13.1% | +71.1% | +68.1% |
| All | +192.2% | +47.7% | +144.5% | +181.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling