+352.3%
MET vs FN
+2,575.5%
-2,223.2%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -14.2% | +11.2% | -0.6% |
| 7D | -0.5% | -16.0% | +15.5% | +2.1% |
| 30D | +3.3% | -40.1% | +43.4% | +11.9% |
| 3M | +4.2% | -43.9% | +48.1% | +13.0% |
| 6M | +27.3% | -55.6% | +83.0% | +41.4% |
| YTD | +29.8% | -35.7% | +65.5% | +31.0% |
| 1Y | +30.2% | -39.8% | +70.1% | +32.4% |
| 3Y | +77.6% | +80.3% | -2.7% | +34.1% |
| 5Y | +82.3% | +143.3% | -61.0% | +24.1% |
| 10Y | +233.0% | +682.3% | -449.3% | +70.3% |
| All | +352.3% | +2,575.5% | -2,223.2% | +73.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling