+427.4%
MET vs DG
+606.1%
-178.7%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.5% | -3.1% | -1.9% |
| 7D | +1.2% | +8.4% | -7.2% | -0.5% |
| 30D | +1.4% | +4.9% | -3.5% | +0.4% |
| 3M | +17.7% | +29.3% | -11.6% | +11.6% |
| 6M | +35.0% | -11.3% | +46.3% | +37.4% |
| YTD | +26.3% | +1.8% | +24.5% | +24.8% |
| 1Y | +22.8% | +25.3% | -2.5% | +15.9% |
| 3Y | +65.9% | +9.1% | +56.9% | +54.8% |
| 5Y | +85.4% | -34.9% | +120.2% | +94.6% |
| 10Y | +253.7% | +108.2% | +145.6% | +157.5% |
| All | +427.4% | +606.1% | -178.7% | +149.3% |
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