+67.3%
MET vs D
+58.5%
+8.8%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.5% |
| 7D | +1.2% | +1.5% | -0.3% | +0.7% |
| 30D | +1.4% | -2.6% | +4.0% | +2.1% |
| 3M | +17.7% | 0.0% | +17.7% | +17.6% |
| 6M | +35.0% | +7.4% | +27.6% | +31.9% |
| YTD | +26.3% | +15.9% | +10.4% | +20.5% |
| 1Y | +22.8% | +18.1% | +4.7% | +16.3% |
| All | +67.3% | +58.5% | +8.8% | +43.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling