+1,226.3%
MET vs FE
+595.5%
+630.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.4% | -0.1% | -0.8% |
| 7D | -1.2% | -1.0% | -0.1% | -0.7% |
| 30D | +3.2% | +4.1% | -0.9% | +1.2% |
| 3M | -1.1% | -1.0% | -0.1% | -0.7% |
| 6M | +25.0% | +4.0% | +21.0% | +22.3% |
| YTD | +27.9% | +6.8% | +21.0% | +22.9% |
| 1Y | +32.9% | +5.3% | +27.6% | +28.4% |
| 3Y | +78.8% | +44.6% | +34.2% | +45.1% |
| 5Y | +79.6% | +44.2% | +35.4% | +43.7% |
| 10Y | +228.1% | +107.3% | +120.8% | +104.8% |
| All | +1,226.3% | +595.5% | +630.9% | +453.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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