+175.5%
FDX vs MET
+247.1%
-71.6%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.2% | -0.4% | -1.4% |
| 7D | -3.3% | +1.1% | -4.5% | -3.9% |
| 30D | -1.4% | -2.3% | +0.9% | -0.2% |
| 3M | -4.5% | +13.9% | -18.4% | -11.3% |
| 6M | +9.4% | +34.8% | -25.4% | -7.4% |
| YTD | +36.0% | +23.5% | +12.5% | +20.2% |
| 1Y | +75.5% | +23.4% | +52.1% | +54.6% |
| 3Y | +62.8% | +64.9% | -2.1% | +21.1% |
| 5Y | +64.4% | +82.0% | -17.6% | +13.7% |
| 10Y | +175.5% | +244.4% | -68.9% | +35.2% |
| All | +175.5% | +247.1% | -71.6% | +35.2% |
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