+1,226.3%
MET vs D
+932.2%
+294.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.5% | 0.0% | -0.6% |
| 7D | -1.2% | +3.0% | -4.1% | -2.8% |
| 30D | +3.2% | +11.5% | -8.3% | -3.2% |
| 3M | -1.1% | +3.7% | -4.8% | -3.4% |
| 6M | +25.0% | +13.5% | +11.5% | +15.3% |
| YTD | +27.9% | +20.7% | +7.1% | +13.3% |
| 1Y | +32.9% | +18.2% | +14.6% | +18.8% |
| 3Y | +78.8% | +73.3% | +5.5% | +23.4% |
| 5Y | +79.6% | +12.3% | +67.3% | +57.3% |
| 10Y | +228.1% | +43.4% | +184.7% | +132.9% |
| All | +1,226.3% | +932.2% | +294.2% | +234.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling