+243.8%
MET vs DD
+66.6%
+177.2%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.6% | +0.5% |
| 7D | -0.5% | -3.5% | +3.0% | +1.5% |
| 30D | +0.5% | -11.7% | +12.1% | +7.6% |
| 3M | +11.6% | -9.2% | +20.8% | +17.3% |
| 6M | +40.8% | -7.2% | +48.0% | +44.5% |
| YTD | +25.7% | +6.6% | +19.1% | +18.3% |
| 1Y | +24.4% | +32.0% | -7.6% | +2.5% |
| 3Y | +67.5% | +42.1% | +25.3% | +27.0% |
| 5Y | +85.8% | +58.1% | +27.8% | +27.9% |
| All | +243.8% | +66.6% | +177.2% | +76.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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