+65.0%
MET vs FLR
+56.0%
+9.0%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.2% | +3.4% | +0.7% |
| 7D | -0.8% | -3.1% | +2.4% | -0.2% |
| 30D | -1.4% | +4.9% | -6.3% | -2.3% |
| 3M | +12.5% | +10.8% | +1.7% | +9.3% |
| 6M | +37.1% | +19.7% | +17.4% | +29.9% |
| YTD | +23.8% | +38.4% | -14.6% | +13.1% |
| 1Y | +24.1% | +34.7% | -10.6% | +13.5% |
| All | +65.0% | +56.0% | +9.0% | +29.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling