+194.4%
MET vs DRI
+331.7%
-137.3%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.6% |
| 7D | +4.5% | +1.1% | +3.4% | +4.0% |
| 30D | +3.5% | +9.7% | -6.2% | -0.4% |
| 3M | +5.9% | +3.2% | +2.8% | +4.2% |
| 6M | +33.1% | +20.6% | +12.5% | +21.9% |
| YTD | +33.6% | +28.3% | +5.3% | +18.2% |
| 1Y | +32.7% | +34.5% | -1.9% | +14.9% |
| 3Y | +85.0% | +66.5% | +18.5% | +43.4% |
| 5Y | +85.6% | +79.6% | +5.9% | +36.4% |
| All | +194.4% | +331.7% | -137.3% | +53.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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