+153.4%
FDX vs MET
+206.5%
-53.0%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | -0.2% |
| 7D | +0.5% | +1.8% | -1.3% | -0.4% |
| 30D | +9.5% | +4.8% | +4.7% | +6.8% |
| 3M | -1.3% | +6.2% | -7.5% | -4.6% |
| 6M | +5.5% | +33.8% | -28.3% | -10.5% |
| YTD | +38.9% | +33.3% | +5.6% | +17.5% |
| 1Y | +58.8% | +36.3% | +22.5% | +32.5% |
| 3Y | +71.1% | +84.6% | -13.4% | +19.5% |
| 5Y | +76.3% | +87.7% | -11.4% | +19.8% |
| 10Y | +153.4% | +198.0% | -44.5% | +23.0% |
| All | +153.4% | +206.5% | -53.0% | +23.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MET.
Daily Out/Under-Performance
Portfolio return minus MET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MET 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 MET 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