+1,226.3%
MET vs DAR
+2,768.0%
-1,541.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.5% | -1.4% |
| 7D | -1.2% | -9.9% | +8.8% | +0.2% |
| 30D | +3.2% | -16.4% | +19.6% | +5.5% |
| 3M | -1.1% | -17.1% | +16.0% | +1.1% |
| 6M | +25.0% | -20.5% | +45.5% | +28.2% |
| YTD | +27.9% | +39.4% | -11.5% | +21.6% |
| 1Y | +32.9% | +57.2% | -24.4% | +24.2% |
| 3Y | +78.8% | +13.9% | +64.9% | +71.1% |
| 5Y | +79.6% | -40.8% | +120.4% | +84.8% |
| 10Y | +228.1% | +276.2% | -48.2% | +170.5% |
| All | +1,226.3% | +2,768.0% | -1,541.7% | +952.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling