+169.8%
MET vs DT
+76.1%
+93.8%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.5% | -2.5% | -1.3% |
| 7D | +2.1% | +2.7% | -0.6% | +1.6% |
| 30D | +1.8% | -30.4% | +32.2% | +8.8% |
| 3M | +6.0% | -9.4% | +15.4% | +7.4% |
| 6M | +31.1% | +14.5% | +16.6% | +25.7% |
| YTD | +32.6% | +3.6% | +29.0% | +28.7% |
| 1Y | +30.5% | -3.4% | +33.9% | +28.5% |
| 3Y | +83.6% | -11.1% | +94.7% | +81.7% |
| 5Y | +84.2% | -39.5% | +123.6% | +90.6% |
| All | +169.8% | +76.1% | +93.8% | +88.7% |
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