+1,209.8%
MET vs FICO
+8,777.6%
-7,567.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -16.7% | +15.1% | +5.0% |
| 7D | +1.2% | -19.2% | +20.3% | +9.3% |
| 30D | +1.4% | -14.6% | +16.0% | +6.6% |
| 3M | +17.7% | -20.1% | +37.8% | +24.9% |
| 6M | +35.0% | -36.3% | +71.3% | +53.4% |
| YTD | +26.3% | -44.9% | +71.1% | +51.4% |
| 1Y | +22.8% | -38.6% | +61.4% | +37.8% |
| 3Y | +65.9% | +4.0% | +62.0% | +38.8% |
| 5Y | +85.4% | +99.5% | -14.2% | +7.5% |
| 10Y | +253.7% | +604.7% | -351.0% | +3.7% |
| All | +1,209.8% | +8,777.6% | -7,567.8% | +28.5% |
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