+459.4%
MET vs DG
+632.1%
-172.7%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | 0.0% | -3.0% | +3.0% | +0.7% |
| 30D | +3.4% | +8.6% | -5.2% | +1.6% |
| 3M | +7.0% | +15.0% | -8.1% | +3.8% |
| 6M | +34.6% | +32.7% | +2.0% | +26.6% |
| YTD | +34.0% | +5.5% | +28.4% | +31.2% |
| 1Y | +35.9% | +34.6% | +1.3% | +26.3% |
| 3Y | +85.5% | +24.2% | +61.2% | +67.6% |
| 5Y | +87.8% | -32.3% | +120.0% | +95.3% |
| 10Y | +199.7% | +111.1% | +88.6% | +117.7% |
| All | +459.4% | +632.1% | -172.7% | +162.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling