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  • MET vs DRI✓SelectedUSD · DRIMET vs DRI performance historyLatest closeAs of+0.20%09/09
Stock and ETF performance explorer

MET vs DRI

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+241.6%
DRI return
+348.4%
Excess return
-106.9%
Maximum drawdown
-55.2%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioDRIExcessAlpha
1D+0.2%-1.6%+1.8%+0.9%
7D-0.8%-4.8%+4.1%+1.3%
30D-1.4%-3.9%+2.5%+0.1%
3M+12.5%+5.1%+7.4%+9.6%
6M+37.1%+5.5%+31.6%+32.8%
YTD+23.8%+16.5%+7.3%+14.3%
1Y+24.1%+2.0%+22.1%+21.0%
3Y+65.2%+54.5%+10.7%+32.3%
5Y+82.3%+66.6%+15.7%+38.1%
10Y+241.6%+353.6%-112.0%+67.4%
All+241.6%+348.4%-106.9%+67.4%

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