+1,209.8%
MET vs FHN
+175.2%
+1,034.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.6% |
| 7D | +1.2% | +1.2% | 0.0% | +0.5% |
| 30D | +1.4% | -4.7% | +6.1% | +4.0% |
| 3M | +17.7% | +3.5% | +14.1% | +15.3% |
| 6M | +35.0% | +7.8% | +27.2% | +29.2% |
| YTD | +26.3% | +5.9% | +20.4% | +21.9% |
| 1Y | +22.8% | +12.5% | +10.3% | +14.1% |
| 3Y | +65.9% | +117.2% | -51.3% | +4.9% |
| 5Y | +85.4% | +86.5% | -1.2% | +13.8% |
| 10Y | +253.7% | +125.7% | +128.0% | +81.6% |
| All | +1,209.8% | +175.2% | +1,034.6% | +485.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling