+82.7%
MET vs FANG
+232.6%
-149.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.4% |
| 7D | -0.5% | +2.9% | -3.4% | -1.2% |
| 30D | +0.5% | +2.6% | -2.1% | -0.3% |
| 3M | +11.6% | +7.6% | +4.0% | +9.0% |
| 6M | +40.8% | +17.3% | +23.5% | +32.7% |
| YTD | +25.7% | +38.7% | -13.0% | +12.1% |
| 1Y | +24.4% | +51.6% | -27.3% | +7.4% |
| 3Y | +67.5% | +50.0% | +17.5% | +41.7% |
| All | +82.7% | +232.6% | -149.8% | +12.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FANG.
Daily Out/Under-Performance
Portfolio return minus FANG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FANG 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 FANG 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