+1,209.8%
MET vs DVA
+17,923.5%
-16,713.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.3% | -2.9% | -2.0% |
| 7D | +1.2% | +1.8% | -0.7% | +0.7% |
| 30D | +1.4% | -2.5% | +3.9% | +2.0% |
| 3M | +17.7% | -4.3% | +21.9% | +18.2% |
| 6M | +35.0% | +18.9% | +16.1% | +26.2% |
| YTD | +26.3% | +61.9% | -35.7% | +6.8% |
| 1Y | +22.8% | +35.7% | -12.9% | +9.0% |
| 3Y | +65.9% | +78.6% | -12.7% | +31.7% |
| 5Y | +85.4% | +39.2% | +46.2% | +52.4% |
| 10Y | +253.7% | +184.0% | +69.7% | +126.9% |
| All | +1,209.8% | +17,923.5% | -16,713.7% | +474.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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