+85.7%
MET vs D
+13.1%
+72.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.5% | +0.7% |
| 7D | +4.5% | -1.4% | +5.8% | +4.9% |
| 30D | +3.5% | +7.7% | -4.2% | +1.1% |
| 3M | +5.9% | -0.3% | +6.2% | +5.9% |
| 6M | +33.1% | +10.1% | +23.0% | +28.7% |
| YTD | +33.6% | +19.1% | +14.5% | +25.6% |
| 1Y | +32.7% | +15.9% | +16.8% | +25.7% |
| 3Y | +85.0% | +75.0% | +10.0% | +50.2% |
| All | +85.7% | +13.1% | +72.6% | +77.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling