+243.8%
MET vs DG
+101.8%
+142.0%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.9% | +0.2% |
| 7D | -0.5% | -6.5% | +6.0% | +0.5% |
| 30D | +0.5% | +4.2% | -3.7% | -0.2% |
| 3M | +11.6% | +9.5% | +2.1% | +9.8% |
| 6M | +40.8% | -13.1% | +53.9% | +43.3% |
| YTD | +25.7% | -4.8% | +30.5% | +25.8% |
| 1Y | +24.4% | +20.6% | +3.8% | +19.5% |
| 3Y | +67.5% | +4.9% | +62.5% | +59.7% |
| 5Y | +85.8% | -37.9% | +123.7% | +99.7% |
| All | +243.8% | +101.8% | +142.0% | +153.1% |
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