+237.3%
FLEX vs MET
+1,366.8%
-1,129.5%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +3.5% | +8.6% | +10.3% |
| 7D | -7.2% | +1.3% | -8.5% | -7.7% |
| 30D | -34.8% | +4.0% | -38.8% | -36.1% |
| 3M | -35.6% | +4.6% | -40.2% | -37.3% |
| 6M | -45.0% | +32.8% | -77.8% | -53.2% |
| YTD | +29.4% | +32.3% | -2.9% | +9.9% |
| 1Y | +24.8% | +37.1% | -12.4% | +4.0% |
| 3Y | +304.4% | +86.8% | +217.6% | +186.5% |
| 5Y | +484.1% | +87.4% | +396.7% | +310.7% |
| 10Y | +640.4% | +209.9% | +430.5% | +296.4% |
| All | +237.3% | +1,366.8% | -1,129.5% | -11.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling