+351.3%
FERG vs MET
+249.3%
+102.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.6% |
| 7D | -2.6% | -0.5% | -2.1% | -2.5% |
| 30D | -8.9% | +0.5% | -9.4% | -9.0% |
| 3M | -2.0% | +11.6% | -13.6% | -4.4% |
| 6M | -3.2% | +40.8% | -44.0% | -10.0% |
| YTD | +1.5% | +25.7% | -24.2% | -3.5% |
| 1Y | +0.5% | +24.4% | -23.9% | -4.3% |
| 3Y | +50.4% | +67.5% | -17.1% | +35.9% |
| 5Y | +68.7% | +85.8% | -17.1% | +50.9% |
| All | +351.3% | +249.3% | +102.0% | +285.9% |
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 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