+1,288.7%
MET vs DOC
+781.4%
+507.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.1% | -0.9% | +0.4% |
| 7D | +3.9% | +8.7% | -4.9% | -1.0% |
| 30D | +6.8% | +7.6% | -0.8% | +2.3% |
| 3M | +7.7% | -5.3% | +12.9% | +10.4% |
| 6M | +32.9% | +27.6% | +5.3% | +13.3% |
| YTD | +33.9% | +32.4% | +1.5% | +10.8% |
| 1Y | +33.0% | +22.9% | +10.2% | +14.6% |
| 3Y | +83.2% | +43.1% | +40.1% | +39.6% |
| 5Y | +88.2% | -21.4% | +109.6% | +98.8% |
| 10Y | +243.5% | +16.8% | +226.7% | +159.0% |
| All | +1,288.7% | +781.4% | +507.3% | +276.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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