+87.4%
MET vs FDS
-23.2%
+110.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.4% | +3.8% | +3.6% |
| 7D | +1.3% | -5.0% | +6.3% | +2.7% |
| 30D | +4.0% | +13.8% | -9.8% | +0.4% |
| 3M | +4.6% | +14.8% | -10.2% | +0.3% |
| 6M | +32.8% | +47.4% | -14.6% | +17.1% |
| YTD | +32.3% | +14.2% | +18.1% | +26.5% |
| 1Y | +37.1% | +26.6% | +10.5% | +25.5% |
| 3Y | +86.8% | -24.4% | +111.3% | +108.3% |
| 5Y | +87.4% | -22.6% | +110.0% | +95.7% |
| All | +87.4% | -23.2% | +110.5% | +95.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling