+82.3%
MET vs FICO
+84.1%
-1.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.9% | -4.0% | -3.2% |
| 7D | -0.5% | -0.3% | -0.2% | -0.5% |
| 30D | +3.3% | +1.7% | +1.6% | +2.6% |
| 3M | +4.2% | -35.2% | +39.4% | +9.6% |
| 6M | +27.3% | -33.7% | +61.0% | +32.1% |
| YTD | +29.8% | -58.2% | +88.0% | +45.0% |
| 1Y | +30.2% | -56.6% | +86.8% | +44.3% |
| 3Y | +77.6% | -24.0% | +101.5% | +75.1% |
| 5Y | +82.3% | +86.1% | -3.8% | +52.8% |
| All | +82.3% | +84.1% | -1.8% | +52.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 5y: compounded portfolio wealth divided by compounded FICO 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…
5y analysis · Full analysis span regression · 6 months rolling