+66.8%
MET vs DTE
+45.3%
+21.5%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.3% | +2.4% | +1.6% |
| 7D | -2.5% | -2.0% | -0.5% | -1.7% |
| 30D | 0.0% | -2.4% | +2.4% | +0.9% |
| 3M | +13.1% | -7.3% | +20.4% | +16.4% |
| 6M | +39.0% | -7.6% | +46.6% | +42.9% |
| YTD | +25.2% | +5.8% | +19.4% | +20.6% |
| 1Y | +25.6% | +2.3% | +23.3% | +22.9% |
| All | +66.8% | +45.3% | +21.5% | +40.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling