+199.7%
MET vs FDS
+132.8%
+66.9%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.7% | -2.2% | -0.6% |
| 7D | 0.0% | -2.1% | +2.2% | +0.9% |
| 30D | +3.4% | +16.0% | -12.6% | -2.9% |
| 3M | +7.0% | +18.8% | -11.8% | -1.2% |
| 6M | +34.6% | +54.1% | -19.5% | +9.0% |
| YTD | +34.0% | +17.0% | +16.9% | +21.0% |
| 1Y | +35.9% | +25.5% | +10.4% | +18.0% |
| 3Y | +85.5% | -23.3% | +108.8% | +102.8% |
| 5Y | +87.8% | -22.6% | +110.4% | +99.9% |
| 10Y | +199.7% | +130.2% | +69.5% | +71.0% |
| All | +199.7% | +132.8% | +66.9% | +71.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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