+199.7%
MET vs FN
+850.1%
-650.4%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.9% | -5.4% | -0.4% |
| 7D | 0.0% | +8.0% | -8.0% | -1.5% |
| 30D | +3.4% | -19.1% | +22.5% | +6.0% |
| 3M | +7.0% | -29.8% | +36.8% | +11.2% |
| 6M | +34.6% | -43.2% | +77.8% | +42.6% |
| YTD | +34.0% | -18.9% | +52.9% | +29.2% |
| 1Y | +35.9% | -17.9% | +53.8% | +29.9% |
| 3Y | +85.5% | +120.1% | -34.6% | +31.1% |
| 5Y | +87.8% | +206.7% | -118.9% | +15.9% |
| 10Y | +199.7% | +804.7% | -605.0% | +42.5% |
| All | +199.7% | +850.1% | -650.4% | +42.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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