+243.8%
MET vs FLR
+19.7%
+224.0%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.2% | -0.8% | +0.1% |
| 7D | -0.5% | -3.5% | +3.0% | +0.2% |
| 30D | +0.5% | +4.2% | -3.7% | -0.5% |
| 3M | +11.6% | +8.1% | +3.5% | +8.7% |
| 6M | +40.8% | +21.5% | +19.3% | +32.7% |
| YTD | +25.7% | +36.8% | -11.1% | +15.2% |
| 1Y | +24.4% | +31.2% | -6.8% | +14.4% |
| 3Y | +67.5% | +53.9% | +13.6% | +43.5% |
| 5Y | +85.8% | +243.0% | -157.2% | +31.4% |
| All | +243.8% | +19.7% | +224.0% | +179.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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