+82.3%
MET vs DT
-28.0%
+110.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | +0.1% |
| 7D | -0.8% | -0.5% | -0.2% | -0.7% |
| 30D | -1.4% | +0.1% | -1.4% | -1.5% |
| 3M | +12.5% | +24.1% | -11.6% | +7.9% |
| 6M | +37.1% | +30.1% | +7.0% | +29.4% |
| YTD | +23.8% | +16.8% | +7.0% | +18.9% |
| 1Y | +24.1% | -0.1% | +24.2% | +22.6% |
| 3Y | +65.2% | +6.8% | +58.4% | +59.7% |
| 5Y | +82.3% | -28.4% | +110.6% | +76.8% |
| All | +82.3% | -28.0% | +110.2% | +76.8% |
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