+1,246.3%
MET vs FICO
+6,636.3%
-5,390.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.9% | -4.0% | -3.4% |
| 7D | -0.5% | -0.3% | -0.2% | -0.5% |
| 30D | +3.3% | +1.7% | +1.6% | +1.4% |
| 3M | +4.2% | -35.2% | +39.4% | +17.5% |
| 6M | +27.3% | -33.7% | +61.0% | +39.0% |
| YTD | +29.8% | -58.2% | +88.0% | +66.9% |
| 1Y | +30.2% | -56.6% | +86.8% | +64.3% |
| 3Y | +77.6% | -24.0% | +101.5% | +62.7% |
| 5Y | +82.3% | +86.1% | -3.8% | +3.1% |
| 10Y | +233.0% | +522.8% | -289.8% | -2.4% |
| All | +1,246.3% | +6,636.3% | -5,390.0% | +41.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling