+391.7%
MET vs FANG
+1,416.0%
-1,024.3%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.4% | -0.2% | +0.8% |
| 7D | -2.5% | +1.2% | -3.7% | -2.8% |
| 30D | 0.0% | +2.4% | -2.4% | -0.8% |
| 3M | +13.1% | +5.1% | +8.0% | +11.0% |
| 6M | +39.0% | +16.4% | +22.6% | +31.5% |
| YTD | +25.2% | +39.0% | -13.8% | +12.2% |
| 1Y | +25.6% | +50.6% | -25.0% | +9.6% |
| 3Y | +67.1% | +46.9% | +20.2% | +44.1% |
| 5Y | +85.1% | +238.2% | -153.1% | +21.8% |
| 10Y | +245.5% | +181.3% | +64.2% | +97.3% |
| All | +391.7% | +1,416.0% | -1,024.3% | +64.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling