+188.8%
MET vs FND
+66.0%
+122.7%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.7% | -3.3% | -2.0% |
| 7D | +1.2% | -5.2% | +6.4% | +2.3% |
| 30D | +1.4% | -19.9% | +21.3% | +6.4% |
| 3M | +17.7% | +2.7% | +15.0% | +15.6% |
| 6M | +35.0% | -21.7% | +56.7% | +40.5% |
| YTD | +26.3% | -17.5% | +43.8% | +29.1% |
| 1Y | +22.8% | -39.3% | +62.1% | +34.4% |
| 3Y | +65.9% | -49.8% | +115.7% | +82.5% |
| 5Y | +85.4% | -60.1% | +145.4% | +105.3% |
| All | +188.8% | +66.0% | +122.7% | +113.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling