+1,209.8%
MET vs DRI
+3,663.8%
-2,454.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.4% |
| 7D | +1.2% | +0.6% | +0.6% | +0.9% |
| 30D | +1.4% | +3.8% | -2.4% | -0.5% |
| 3M | +17.7% | +13.0% | +4.7% | +10.9% |
| 6M | +35.0% | +8.3% | +26.7% | +29.2% |
| YTD | +26.3% | +20.6% | +5.7% | +14.7% |
| 1Y | +22.8% | +6.5% | +16.4% | +17.4% |
| 3Y | +65.9% | +53.7% | +12.2% | +32.5% |
| 5Y | +85.4% | +72.7% | +12.7% | +37.4% |
| 10Y | +253.7% | +363.2% | -109.4% | +52.7% |
| All | +1,209.8% | +3,663.8% | -2,454.0% | +177.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling