+82.3%
MET vs DD
+59.3%
+22.9%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.6% | +2.8% | +1.4% |
| 7D | -0.8% | -3.8% | +3.0% | +0.9% |
| 30D | -1.4% | -9.2% | +7.9% | +2.9% |
| 3M | +12.5% | -9.0% | +21.5% | +16.9% |
| 6M | +37.1% | -5.0% | +42.0% | +38.5% |
| YTD | +23.8% | +7.4% | +16.4% | +17.4% |
| 1Y | +24.1% | +35.1% | -11.0% | +4.5% |
| 3Y | +65.2% | +43.2% | +22.0% | +30.9% |
| 5Y | +82.3% | +59.6% | +22.6% | +32.2% |
| All | +82.3% | +59.3% | +22.9% | +32.2% |
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