+210.0%
MET vs DBX
+15.6%
+194.5%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.1% | -1.3% |
| 7D | +2.1% | -6.3% | +8.4% | +3.5% |
| 30D | +1.8% | -5.9% | +7.7% | +3.1% |
| 3M | +6.0% | -0.4% | +6.4% | +5.7% |
| 6M | +31.1% | +29.8% | +1.3% | +22.4% |
| YTD | +32.6% | +20.5% | +12.0% | +25.1% |
| 1Y | +30.5% | +8.7% | +21.8% | +26.0% |
| 3Y | +83.6% | +25.9% | +57.6% | +67.1% |
| 5Y | +84.2% | +24.2% | +60.0% | +64.8% |
| All | +210.0% | +15.6% | +194.5% | +147.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling