+242.5%
MET vs FDS
+66.9%
+175.7%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -5.8% | +7.0% | +3.5% |
| 7D | -2.5% | -16.0% | +13.5% | +4.5% |
| 30D | 0.0% | -6.7% | +6.7% | +2.4% |
| 3M | +13.1% | +6.0% | +7.1% | +8.6% |
| 6M | +39.0% | +25.1% | +13.9% | +21.8% |
| YTD | +25.2% | -8.1% | +33.3% | +25.4% |
| 1Y | +25.6% | -26.0% | +51.7% | +38.7% |
| 3Y | +67.1% | -36.4% | +103.5% | +96.6% |
| 5Y | +85.1% | -27.7% | +112.9% | +97.3% |
| All | +242.5% | +66.9% | +175.7% | +119.5% |
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