+243.8%
MET vs DGX
+255.3%
-11.6%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.3% | -0.3% |
| 7D | -0.5% | -0.9% | +0.4% | -0.1% |
| 30D | +0.5% | -1.2% | +1.7% | +0.9% |
| 3M | +11.6% | +15.8% | -4.2% | +4.7% |
| 6M | +40.8% | +18.2% | +22.6% | +30.7% |
| YTD | +25.7% | +37.2% | -11.5% | +9.0% |
| 1Y | +24.4% | +30.4% | -6.0% | +10.0% |
| 3Y | +67.5% | +96.7% | -29.2% | +21.7% |
| 5Y | +85.8% | +67.2% | +18.6% | +42.4% |
| All | +243.8% | +255.3% | -11.6% | +85.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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