+32.7%
MET vs FFIV
+28.7%
+4.0%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.7% | +3.4% | +1.1% |
| 7D | +4.5% | -0.5% | +5.0% | +4.5% |
| 30D | +3.5% | -32.4% | +35.9% | +7.7% |
| 3M | +5.9% | -25.7% | +31.6% | +8.3% |
| 6M | +33.1% | -13.5% | +46.6% | +30.6% |
| YTD | +33.6% | +21.1% | +12.5% | +17.4% |
| 1Y | +32.7% | +29.4% | +3.3% | +12.6% |
| All | +32.7% | +28.7% | +4.0% | +12.6% |
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