+1,226.3%
MET vs DRI
+3,860.1%
-2,633.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.5% | -1.0% |
| 7D | -1.2% | +2.8% | -4.0% | -2.4% |
| 30D | +3.2% | +13.3% | -10.0% | -2.3% |
| 3M | -1.1% | +8.2% | -9.3% | -4.9% |
| 6M | +25.0% | +17.5% | +7.5% | +15.3% |
| YTD | +27.9% | +26.9% | +1.0% | +13.2% |
| 1Y | +32.9% | +31.6% | +1.3% | +15.6% |
| 3Y | +78.8% | +67.0% | +11.8% | +37.3% |
| 5Y | +79.6% | +72.9% | +6.7% | +33.0% |
| 10Y | +228.1% | +371.3% | -143.2% | +40.4% |
| All | +1,226.3% | +3,860.1% | -2,633.8% | +174.1% |
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