-55.8%
FISV vs MET
+82.5%
-138.3%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.6% | 0.0% |
| 7D | -7.2% | -2.5% | -4.7% | -6.0% |
| 30D | -7.2% | 0.0% | -7.2% | -7.2% |
| 3M | -8.2% | +13.1% | -21.2% | -13.6% |
| 6M | -17.7% | +39.0% | -56.7% | -30.1% |
| YTD | -27.2% | +25.2% | -52.4% | -34.9% |
| 1Y | -63.0% | +25.6% | -88.6% | -66.9% |
| 3Y | -59.8% | +67.1% | -126.8% | -69.2% |
| 5Y | -55.8% | +85.1% | -140.9% | -67.8% |
| All | -55.8% | +82.5% | -138.3% | -67.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling