+194.4%
MET vs FFIV
+118.6%
+75.8%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.7% | +3.4% | +1.8% |
| 7D | +4.5% | -0.5% | +5.0% | +4.7% |
| 30D | +3.5% | -32.4% | +35.9% | +18.7% |
| 3M | +5.9% | -25.7% | +31.6% | +16.1% |
| 6M | +33.1% | -13.5% | +46.6% | +35.7% |
| YTD | +33.6% | +21.1% | +12.5% | +16.2% |
| 1Y | +32.7% | +29.4% | +3.3% | +12.0% |
| 3Y | +85.0% | +94.9% | -9.8% | +26.6% |
| 5Y | +85.6% | +34.7% | +50.9% | +46.4% |
| All | +194.4% | +118.6% | +75.8% | +67.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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