+1,272.2%
MET vs FFIV
+935.4%
+336.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.2% | +1.2% | +3.1% |
| 7D | +1.3% | -2.1% | +3.4% | +1.7% |
| 30D | +4.0% | -33.8% | +37.8% | +11.0% |
| 3M | +4.6% | -20.6% | +25.2% | +8.0% |
| 6M | +32.8% | -10.2% | +43.1% | +33.9% |
| YTD | +32.3% | +24.5% | +7.8% | +25.6% |
| 1Y | +37.1% | +29.3% | +7.8% | +29.3% |
| 3Y | +86.8% | +103.8% | -17.0% | +62.3% |
| 5Y | +87.4% | +40.9% | +46.5% | +71.7% |
| 10Y | +209.9% | +126.6% | +83.3% | +161.1% |
| All | +1,272.2% | +935.4% | +336.8% | +760.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling