+1,127.2%
FDX vs MET
+1,317.8%
-190.6%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.5% | -1.2% | -2.2% |
| 7D | -1.6% | -1.2% | -0.5% | -1.2% |
| 30D | +6.6% | +3.2% | +3.4% | +5.4% |
| 3M | -2.1% | -1.1% | -1.0% | -1.7% |
| 6M | +2.2% | +25.0% | -22.9% | -6.3% |
| YTD | +33.9% | +27.9% | +6.1% | +21.5% |
| 1Y | +50.2% | +32.9% | +17.4% | +34.2% |
| 3Y | +65.5% | +78.8% | -13.3% | +32.0% |
| 5Y | +74.1% | +79.6% | -5.5% | +37.6% |
| 10Y | +156.7% | +228.1% | -71.4% | +59.1% |
| All | +1,127.2% | +1,317.8% | -190.6% | +341.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling