+36.3%
MET vs FFIV
+28.6%
+7.7%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.8% |
| 7D | +1.8% | -4.2% | +5.9% | +2.2% |
| 30D | +4.8% | -33.9% | +38.7% | +9.5% |
| 3M | +6.2% | -22.6% | +28.8% | +8.0% |
| 6M | +33.8% | -10.4% | +44.2% | +30.6% |
| YTD | +33.3% | +24.3% | +9.0% | +16.9% |
| 1Y | +36.3% | +31.8% | +4.6% | +16.4% |
| All | +36.3% | +28.6% | +7.7% | +16.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling