+154.8%
MET vs DT
+101.6%
+53.2%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.6% | -0.5% | +0.8% |
| 7D | -2.5% | -2.5% | +0.1% | -2.0% |
| 30D | 0.0% | +3.5% | -3.6% | -0.8% |
| 3M | +13.1% | +26.7% | -13.7% | +7.3% |
| 6M | +39.0% | +36.1% | +2.8% | +28.9% |
| YTD | +25.2% | +18.6% | +6.6% | +19.1% |
| 1Y | +25.6% | +7.9% | +17.7% | +21.7% |
| 3Y | +67.1% | +8.6% | +58.5% | +59.8% |
| 5Y | +85.1% | -26.7% | +111.8% | +84.5% |
| All | +154.8% | +101.6% | +53.2% | +74.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling