+50.9%
FERG vs MET
+64.3%
-13.4%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.6% | -1.4% |
| 7D | +0.9% | -0.8% | +1.7% | +1.2% |
| 30D | -15.1% | -1.4% | -13.7% | -14.6% |
| 3M | -4.8% | +12.5% | -17.4% | -9.9% |
| 6M | -2.5% | +37.1% | -39.5% | -15.7% |
| YTD | +1.8% | +23.8% | -22.0% | -8.2% |
| 1Y | -0.3% | +24.1% | -24.4% | -10.5% |
| All | +50.9% | +64.3% | -13.4% | +22.5% |
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