-40.6%
FIS vs MET
+85.5%
-126.1%
-67.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.5% | -4.8% | -2.8% |
| 7D | -29.4% | +1.3% | -30.7% | -30.1% |
| 30D | -16.7% | +4.0% | -20.8% | -18.5% |
| 3M | -33.0% | +4.6% | -37.6% | -34.5% |
| 6M | -33.3% | +32.8% | -66.1% | -41.1% |
| YTD | -56.0% | +32.3% | -88.3% | -61.1% |
| 1Y | -54.6% | +37.1% | -91.7% | -60.5% |
| 3Y | -40.6% | +86.8% | -127.5% | -56.2% |
| All | -40.6% | +85.5% | -126.1% | -56.2% |
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