+192.2%
MET vs DRI
+330.2%
-138.0%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.6% | -0.8% |
| 7D | +2.1% | -0.3% | +2.5% | +2.3% |
| 30D | +1.8% | +10.8% | -9.0% | -2.5% |
| 3M | +6.0% | +0.9% | +5.1% | +5.2% |
| 6M | +31.1% | +16.3% | +14.8% | +21.9% |
| YTD | +32.6% | +27.8% | +4.8% | +17.5% |
| 1Y | +30.5% | +33.9% | -3.4% | +13.2% |
| 3Y | +83.6% | +67.2% | +16.4% | +42.0% |
| 5Y | +84.2% | +79.0% | +5.2% | +35.6% |
| All | +192.2% | +330.2% | -138.0% | +52.6% |
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