+609.7%
MET vs FLR
+520.6%
+89.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.2% | +1.1% | -0.3% |
| 7D | +2.1% | +10.1% | -8.0% | -1.2% |
| 30D | +1.8% | -0.5% | +2.3% | +1.6% |
| 3M | +6.0% | -4.8% | +10.8% | +6.9% |
| 6M | +31.1% | +10.7% | +20.4% | +22.9% |
| YTD | +32.6% | +25.0% | +7.6% | +17.3% |
| 1Y | +30.5% | +8.3% | +22.2% | +21.0% |
| 3Y | +83.6% | +36.8% | +46.7% | +45.9% |
| 5Y | +84.2% | +121.8% | -37.6% | +17.0% |
| 10Y | +196.6% | +9.2% | +187.4% | +89.3% |
| All | +609.7% | +520.6% | +89.1% | +169.8% |
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