+576.1%
MET vs FLR
+603.8%
-27.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.3% | +0.7% | -0.8% |
| 7D | +1.2% | +5.4% | -4.3% | -0.7% |
| 30D | +1.4% | +11.4% | -10.0% | -3.3% |
| 3M | +17.7% | +11.4% | +6.3% | +11.1% |
| 6M | +35.0% | +16.6% | +18.4% | +23.9% |
| YTD | +26.3% | +41.7% | -15.4% | +7.9% |
| 1Y | +22.8% | +35.4% | -12.6% | +5.6% |
| 3Y | +65.9% | +57.3% | +8.6% | +26.3% |
| 5Y | +85.4% | +241.0% | -155.6% | +0.8% |
| 10Y | +253.7% | +16.6% | +237.1% | +122.3% |
| All | +576.1% | +603.8% | -27.8% | +148.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling