+243.8%
MET vs DTE
+137.8%
+106.0%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.3% | +1.7% | +1.1% |
| 7D | -0.5% | -2.6% | +2.1% | +1.0% |
| 30D | +0.5% | -4.4% | +4.9% | +3.1% |
| 3M | +11.6% | -8.3% | +19.9% | +17.0% |
| 6M | +40.8% | -8.1% | +48.9% | +46.9% |
| YTD | +25.7% | +4.4% | +21.2% | +21.2% |
| 1Y | +24.4% | +0.2% | +24.2% | +22.7% |
| 3Y | +67.5% | +42.6% | +24.9% | +32.0% |
| 5Y | +85.8% | +31.5% | +54.3% | +50.9% |
| All | +243.8% | +137.8% | +106.0% | +148.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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