+1,274.9%
MET vs FE
+603.4%
+671.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -1.0% | -1.0% |
| 7D | +2.1% | -0.3% | +2.4% | +2.3% |
| 30D | +1.8% | +3.9% | -2.1% | -0.1% |
| 3M | +6.0% | -0.1% | +6.1% | +6.0% |
| 6M | +31.1% | +6.1% | +25.0% | +27.1% |
| YTD | +32.6% | +8.1% | +24.5% | +26.7% |
| 1Y | +30.5% | +4.4% | +26.0% | +26.6% |
| 3Y | +83.6% | +49.0% | +34.5% | +46.7% |
| 5Y | +84.2% | +46.1% | +38.1% | +46.4% |
| 10Y | +196.6% | +122.6% | +74.0% | +78.9% |
| All | +1,274.9% | +603.4% | +671.5% | +470.1% |
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