+242.5%
MET vs FHN
+129.4%
+113.1%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.4% | +0.8% |
| 7D | -2.5% | -0.8% | -1.7% | -2.1% |
| 30D | 0.0% | -2.6% | +2.6% | +1.4% |
| 3M | +13.1% | +0.8% | +12.2% | +12.4% |
| 6M | +39.0% | +9.2% | +29.8% | +32.4% |
| YTD | +25.2% | +5.1% | +20.1% | +21.4% |
| 1Y | +25.6% | +12.2% | +13.4% | +17.2% |
| 3Y | +67.1% | +132.4% | -65.3% | +3.9% |
| 5Y | +85.1% | +91.1% | -6.0% | +12.4% |
| All | +242.5% | +129.4% | +113.1% | +70.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FHN.
Daily Out/Under-Performance
Portfolio return minus FHN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FHN 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 FHN 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