+66.1%
FDX vs MET
+69.5%
-3.4%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.1% | +0.3% |
| 7D | -2.5% | +1.2% | -3.7% | -3.1% |
| 30D | +3.8% | +1.4% | +2.4% | +2.9% |
| 3M | -1.3% | +17.7% | -19.0% | -9.6% |
| 6M | +5.0% | +35.0% | -30.0% | -10.7% |
| YTD | +39.6% | +26.3% | +13.4% | +22.3% |
| 1Y | +81.1% | +22.8% | +58.3% | +60.5% |
| All | +66.1% | +69.5% | -3.4% | +26.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling