+22.8%
MET vs DT
+4.0%
+18.8%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | 0.0% | -1.5% |
| 7D | +1.2% | -3.3% | +4.4% | +1.4% |
| 30D | +1.4% | +2.0% | -0.6% | +1.2% |
| 3M | +17.7% | +20.0% | -2.3% | +15.2% |
| 6M | +35.0% | +39.3% | -4.3% | +28.8% |
| YTD | +26.3% | +19.8% | +6.5% | +21.9% |
| 1Y | +22.8% | +4.3% | +18.5% | +21.5% |
| All | +22.8% | +4.0% | +18.8% | +21.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 1y: compounded portfolio wealth divided by compounded DT 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…
1y analysis · Full analysis span regression · 6 months rolling