+82.3%
MET vs DG
-39.5%
+121.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.6% | +2.8% | +0.4% |
| 7D | -0.8% | -4.8% | +4.1% | -0.4% |
| 30D | -1.4% | +1.8% | -3.1% | -1.5% |
| 3M | +12.5% | +14.5% | -1.9% | +11.4% |
| 6M | +37.1% | -13.6% | +50.6% | +38.1% |
| YTD | +23.8% | -4.8% | +28.6% | +23.8% |
| 1Y | +24.1% | +21.6% | +2.6% | +22.1% |
| 3Y | +65.2% | +4.5% | +60.7% | +63.5% |
| 5Y | +82.3% | -38.5% | +120.7% | +95.8% |
| All | +82.3% | -39.5% | +121.8% | +95.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling