+193.9%
MET vs DBX
+22.6%
+171.3%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.5% | -1.1% | 0.0% |
| 7D | -0.5% | +2.1% | -2.6% | -1.0% |
| 30D | +0.5% | +5.7% | -5.2% | -0.9% |
| 3M | +11.6% | +31.8% | -20.2% | +4.4% |
| 6M | +40.8% | +37.5% | +3.3% | +29.3% |
| YTD | +25.7% | +27.9% | -2.3% | +17.3% |
| 1Y | +24.4% | +15.0% | +9.3% | +18.7% |
| 3Y | +67.5% | +27.2% | +40.3% | +52.6% |
| 5Y | +85.8% | +12.8% | +73.0% | +69.9% |
| All | +193.9% | +22.6% | +171.3% | +132.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 DBX 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