+87.7%
MET vs FN
+194.7%
-107.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.8% | +5.5% | +1.2% |
| 7D | +1.8% | -4.1% | +5.8% | +1.9% |
| 30D | +4.8% | -28.3% | +33.1% | +7.6% |
| 3M | +6.2% | -33.9% | +40.1% | +9.4% |
| 6M | +33.8% | -43.9% | +77.7% | +38.9% |
| YTD | +33.3% | -23.4% | +56.7% | +30.8% |
| 1Y | +36.3% | -25.4% | +61.7% | +33.7% |
| 3Y | +84.6% | +107.9% | -23.3% | +44.6% |
| 5Y | +87.7% | +195.1% | -107.4% | +25.7% |
| All | +87.7% | +194.7% | -107.1% | +25.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling