-17.4%
FIS vs MET
+69.5%
-86.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | -0.2% |
| 7D | +1.1% | +1.2% | -0.1% | +0.6% |
| 30D | -2.2% | +1.4% | -3.6% | -2.9% |
| 3M | +2.1% | +17.7% | -15.5% | -4.9% |
| 6M | -14.7% | +35.0% | -49.7% | -25.1% |
| YTD | -35.7% | +26.3% | -62.0% | -42.0% |
| 1Y | -37.1% | +22.8% | -59.9% | -42.7% |
| All | -17.4% | +69.5% | -86.9% | -37.5% |
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