-83.2%
FIG vs MET
+43.2%
-126.3%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.8% | +2.0% | +2.4% |
| 7D | +3.4% | +4.5% | -1.1% | +1.0% |
| 30D | -9.5% | +3.5% | -13.0% | -10.9% |
| 3M | -26.2% | +5.9% | -32.1% | -28.2% |
| 6M | +2.7% | +33.1% | -30.4% | -11.1% |
| YTD | -48.0% | +33.6% | -81.5% | -55.4% |
| 1Y | -52.0% | +32.7% | -84.7% | -59.1% |
| All | -83.2% | +43.2% | -126.3% | -86.1% |
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