+25.0%
FLEX vs MET
+35.0%
-10.1%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +2.2% | -14.5% | -12.4% |
| 7D | -17.0% | +3.9% | -20.8% | -17.1% |
| 30D | -33.8% | +6.8% | -40.7% | -34.2% |
| 3M | -39.0% | +7.7% | -46.7% | -39.4% |
| 6M | -15.9% | +32.9% | -48.8% | -21.9% |
| YTD | +27.8% | +33.9% | -6.0% | +14.8% |
| 1Y | +25.0% | +33.0% | -8.0% | +12.2% |
| All | +25.0% | +35.0% | -10.1% | +12.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling