+198.0%
MET vs D
+44.7%
+153.2%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.7% |
| 7D | +1.8% | +2.4% | -0.6% | +0.7% |
| 30D | +4.8% | +10.9% | -6.1% | 0.0% |
| 3M | +6.2% | +2.8% | +3.4% | +4.7% |
| 6M | +33.8% | +12.7% | +21.1% | +26.2% |
| YTD | +33.3% | +20.3% | +13.0% | +21.7% |
| 1Y | +36.3% | +17.1% | +19.2% | +25.7% |
| 3Y | +84.6% | +75.1% | +9.4% | +37.6% |
| 5Y | +87.7% | +13.1% | +74.5% | +71.5% |
| 10Y | +198.0% | +48.3% | +149.7% | +183.0% |
| All | +198.0% | +44.7% | +153.2% | +183.0% |
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