+66.8%
MET vs DBX
+25.2%
+41.7%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.3% | -0.2% | +0.9% |
| 7D | -2.5% | -1.8% | -0.6% | -2.1% |
| 30D | 0.0% | +2.8% | -2.9% | -0.6% |
| 3M | +13.1% | +26.8% | -13.7% | +7.6% |
| 6M | +39.0% | +32.8% | +6.2% | +30.3% |
| YTD | +25.2% | +26.1% | -0.9% | +18.7% |
| 1Y | +25.6% | +14.1% | +11.5% | +21.6% |
| All | +66.8% | +25.2% | +41.7% | +49.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling