+1,179.5%
FDX vs MET
+1,300.1%
-120.7%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.1% | +0.1% |
| 7D | -2.5% | +1.2% | -3.7% | -3.0% |
| 30D | +3.8% | +1.4% | +2.4% | +3.2% |
| 3M | -1.3% | +17.7% | -19.0% | -7.3% |
| 6M | +5.0% | +35.0% | -30.0% | -6.4% |
| YTD | +39.6% | +26.3% | +13.4% | +27.3% |
| 1Y | +81.1% | +22.8% | +58.3% | +66.4% |
| 3Y | +63.0% | +65.9% | -2.9% | +33.5% |
| 5Y | +65.6% | +85.4% | -19.8% | +29.2% |
| 10Y | +183.4% | +253.7% | -70.4% | +71.5% |
| All | +1,179.5% | +1,300.1% | -120.7% | +362.9% |
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