+87.7%
MET vs DT
-42.0%
+129.7%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +1.8% | +0.9% |
| 7D | +1.8% | -7.5% | +9.3% | +3.1% |
| 30D | +4.8% | -31.5% | +36.3% | +11.3% |
| 3M | +6.2% | -14.0% | +20.2% | +8.3% |
| 6M | +33.8% | +6.9% | +27.0% | +30.4% |
| YTD | +33.3% | +0.3% | +33.0% | +30.6% |
| 1Y | +36.3% | -6.9% | +43.3% | +35.4% |
| 3Y | +84.6% | -13.9% | +98.5% | +83.9% |
| 5Y | +87.7% | -39.9% | +127.6% | +92.5% |
| All | +87.7% | -42.0% | +129.7% | +92.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling