+32.7%
MET vs DG
+31.9%
+0.8%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +3.2% |
| 3M | +5.9% | +10.4% | -4.5% | +4.6% |
| 6M | +33.1% | +33.2% | -0.1% | +28.8% |
| YTD | +33.6% | +3.0% | +30.6% | +31.4% |
| 1Y | +32.7% | +31.2% | +1.5% | +25.7% |
| All | +32.7% | +31.9% | +0.8% | +25.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling