+194.4%
MET vs DG
+105.2%
+89.2%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +0.8% |
| 7D | +4.5% | +0.3% | +4.2% | +4.4% |
| 30D | +3.5% | +3.2% | +0.3% | +3.0% |
| 3M | +5.9% | +10.4% | -4.5% | +4.1% |
| 6M | +33.1% | +33.2% | -0.1% | +26.9% |
| YTD | +33.6% | +3.0% | +30.6% | +31.9% |
| 1Y | +32.7% | +31.2% | +1.5% | +25.9% |
| 3Y | +85.0% | +21.8% | +63.2% | +71.6% |
| 5Y | +85.6% | -35.0% | +120.6% | +99.1% |
| All | +194.4% | +105.2% | +89.2% | +127.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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