+1,209.8%
MET vs FDS
+2,161.4%
-951.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.5% | +1.9% | -0.1% |
| 7D | +1.2% | -1.9% | +3.1% | +2.0% |
| 30D | +1.4% | +9.0% | -7.6% | -2.7% |
| 3M | +17.7% | +18.9% | -1.2% | +7.6% |
| 6M | +35.0% | +35.1% | -0.1% | +14.5% |
| YTD | +26.3% | +5.5% | +20.8% | +18.1% |
| 1Y | +22.8% | -16.8% | +39.6% | +26.5% |
| 3Y | +65.9% | -28.1% | +94.0% | +80.7% |
| 5Y | +85.4% | -17.4% | +102.8% | +85.6% |
| 10Y | +253.7% | +85.4% | +168.3% | +138.7% |
| All | +1,209.8% | +2,161.4% | -951.6% | +307.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling