+84.2%
MET vs DD
+67.6%
+16.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.5% | -0.8% |
| 7D | +2.1% | +6.7% | -4.6% | -0.8% |
| 30D | +1.8% | +19.4% | -17.6% | -6.3% |
| 3M | +6.0% | +7.6% | -1.6% | +2.1% |
| 6M | +31.1% | +2.9% | +28.2% | +28.3% |
| YTD | +32.6% | +29.9% | +2.7% | +14.9% |
| 1Y | +30.5% | +28.6% | +1.8% | +13.5% |
| 3Y | +83.6% | +90.0% | -6.4% | +26.0% |
| 5Y | +84.2% | +68.1% | +16.0% | +30.7% |
| All | +84.2% | +67.6% | +16.6% | +30.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling