+1,181.4%
MET vs DTE
+1,517.9%
-336.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.9% | -3.0% | -2.8% |
| 7D | +1.1% | +0.9% | +0.3% | +0.5% |
| 30D | -2.3% | -1.9% | -0.5% | -1.1% |
| 3M | +13.9% | -3.3% | +17.2% | +16.3% |
| 6M | +34.8% | -7.1% | +41.9% | +40.9% |
| YTD | +23.5% | +8.1% | +15.4% | +15.5% |
| 1Y | +23.4% | +5.3% | +18.1% | +17.4% |
| 3Y | +64.9% | +48.2% | +16.7% | +20.7% |
| 5Y | +82.0% | +33.2% | +48.8% | +40.3% |
| 10Y | +244.4% | +137.5% | +106.8% | +64.1% |
| All | +1,181.4% | +1,517.9% | -336.6% | +74.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling