+82.3%
MET vs FND
-61.3%
+143.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.3% |
| 7D | -0.8% | -0.8% | 0.0% | -0.6% |
| 30D | -1.4% | -19.6% | +18.2% | +2.2% |
| 3M | +12.5% | -4.3% | +16.9% | +12.4% |
| 6M | +37.1% | -20.4% | +57.5% | +40.9% |
| YTD | +23.8% | -21.9% | +45.6% | +27.1% |
| 1Y | +24.1% | -45.2% | +69.3% | +35.3% |
| 3Y | +65.2% | -49.2% | +114.4% | +76.4% |
| 5Y | +82.3% | -61.8% | +144.1% | +92.9% |
| All | +82.3% | -61.3% | +143.5% | +92.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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