+1,226.3%
MET vs FFIV
+912.9%
+313.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.2% | -1.4% |
| 7D | -1.2% | -8.1% | +7.0% | +0.3% |
| 30D | +3.2% | -33.4% | +36.6% | +10.0% |
| 3M | -1.1% | -24.7% | +23.6% | +3.0% |
| 6M | +25.0% | -8.8% | +33.9% | +25.7% |
| YTD | +27.9% | +21.8% | +6.1% | +21.8% |
| 1Y | +32.9% | +25.3% | +7.6% | +25.9% |
| 3Y | +78.8% | +101.2% | -22.4% | +55.6% |
| 5Y | +79.6% | +40.2% | +39.4% | +64.7% |
| 10Y | +228.1% | +129.0% | +99.1% | +176.2% |
| All | +1,226.3% | +912.9% | +313.4% | +734.8% |
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