+1,209.8%
MET vs D
+890.6%
+319.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.4% | -0.2% | -0.8% |
| 7D | +1.2% | +0.4% | +0.7% | +0.9% |
| 30D | +1.4% | -3.6% | +5.0% | +3.4% |
| 3M | +17.7% | -1.0% | +18.7% | +18.1% |
| 6M | +35.0% | +6.3% | +28.7% | +29.3% |
| YTD | +26.3% | +14.7% | +11.6% | +15.4% |
| 1Y | +22.8% | +16.9% | +5.9% | +10.5% |
| 3Y | +65.9% | +56.8% | +9.1% | +21.3% |
| 5Y | +85.4% | +5.2% | +80.2% | +68.5% |
| 10Y | +253.7% | +35.9% | +217.9% | +159.1% |
| All | +1,209.8% | +890.6% | +319.2% | +238.9% |
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