-80.3%
FIG vs MET
+32.4%
-112.7%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -2.2% | -3.5% | -4.7% |
| 7D | -16.4% | +1.1% | -17.5% | -16.8% |
| 30D | -2.3% | -2.3% | 0.0% | -1.2% |
| 3M | +7.8% | +13.9% | -6.1% | +0.5% |
| 6M | -21.8% | +34.8% | -56.6% | -33.3% |
| YTD | -39.1% | +23.5% | -62.7% | -45.9% |
| 1Y | -56.6% | +23.4% | -80.0% | -61.7% |
| All | -80.3% | +32.4% | -112.7% | -83.1% |
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