+241.6%
MET vs DAR
+364.6%
-123.0%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | 0.0% |
| 7D | -0.8% | -0.2% | -0.6% | -0.8% |
| 30D | -1.4% | +7.4% | -8.8% | -4.1% |
| 3M | +12.5% | +15.7% | -3.2% | +6.1% |
| 6M | +37.1% | +30.0% | +7.1% | +23.2% |
| YTD | +23.8% | +87.5% | -63.7% | -2.6% |
| 1Y | +24.1% | +113.4% | -89.2% | -7.9% |
| 3Y | +65.2% | +15.3% | +49.9% | +46.8% |
| 5Y | +82.3% | -4.3% | +86.6% | +64.8% |
| 10Y | +241.6% | +380.2% | -138.6% | +43.0% |
| All | +241.6% | +364.6% | -123.0% | +43.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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