+256.8%
FLEX vs MET
+75.0%
+181.8%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.5% | +6.0% | +5.3% |
| 7D | -19.3% | -1.2% | -18.1% | -18.8% |
| 30D | -41.5% | +3.2% | -44.7% | -42.6% |
| 3M | -43.1% | -1.1% | -42.0% | -43.0% |
| 6M | -48.2% | +25.0% | -73.2% | -55.3% |
| YTD | +15.5% | +27.9% | -12.4% | -2.5% |
| 1Y | +10.2% | +32.9% | -22.7% | -9.4% |
| 3Y | +256.8% | +78.8% | +178.0% | +152.7% |
| All | +256.8% | +75.0% | +181.8% | +152.7% |
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