+64.9%
MET vs DT
+3.8%
+61.1%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.1% | +0.9% | -1.5% |
| 7D | +1.1% | -4.9% | +6.0% | +2.2% |
| 30D | -2.3% | +2.7% | -5.0% | -3.0% |
| 3M | +13.9% | +20.0% | -6.1% | +8.7% |
| 6M | +34.8% | +28.0% | +6.8% | +25.6% |
| YTD | +23.5% | +16.0% | +7.5% | +17.8% |
| 1Y | +23.4% | +0.7% | +22.7% | +22.5% |
| 3Y | +64.9% | +6.2% | +58.7% | +54.0% |
| All | +64.9% | +3.8% | +61.1% | +54.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling