+1,183.9%
MET vs DGX
+3,376.8%
-2,192.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -0.8% | -2.2% | +1.5% | +0.2% |
| 30D | -1.4% | -0.9% | -0.5% | -1.0% |
| 3M | +12.5% | +15.6% | -3.1% | +5.6% |
| 6M | +37.1% | +17.8% | +19.3% | +27.4% |
| YTD | +23.8% | +37.5% | -13.7% | +7.5% |
| 1Y | +24.1% | +31.2% | -7.0% | +9.6% |
| 3Y | +65.2% | +96.6% | -31.4% | +21.5% |
| 5Y | +82.3% | +64.9% | +17.3% | +42.0% |
| 10Y | +241.6% | +254.6% | -13.0% | +86.5% |
| All | +1,183.9% | +3,376.8% | -2,192.9% | +380.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling