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  • FLEX vs MET✓SelectedUSD · METFLEX vs MET performance historyLatest closeAs of+4.38%09/08
Stock and ETF performance explorer

FLEX vs MET

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+1,060.6%
MET return
+247.1%
Excess return
+813.5%
Maximum drawdown
-70.0%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioMETExcessAlpha
1D+4.4%-2.2%+6.6%+5.8%
7D+7.0%+1.1%+5.8%+6.0%
30D-5.8%-2.3%-3.5%-4.6%
3M-24.2%+13.9%-38.1%-31.3%
6M+90.8%+34.8%+56.0%+54.3%
YTD+89.2%+23.5%+65.7%+60.8%
1Y+104.7%+23.4%+81.3%+73.3%
3Y+478.1%+64.9%+413.2%+299.6%
5Y+726.2%+82.0%+644.1%+425.7%
10Y+1,060.6%+244.4%+816.2%+393.6%
All+1,060.6%+247.1%+813.5%+393.6%

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 10y: 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…

10y analysis · Full analysis span regression · 6 months rolling