+22.6%
MET vs FRMI
-79.6%
+102.2%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +5.3% | -7.0% | -1.7% |
| 7D | +1.2% | +2.4% | -1.2% | +1.1% |
| 30D | +1.4% | -17.3% | +18.7% | +1.5% |
| 3M | +17.7% | -17.2% | +34.8% | +17.4% |
| 6M | +35.0% | -43.4% | +78.4% | +34.7% |
| YTD | +26.3% | -36.0% | +62.3% | +26.0% |
| All | +22.6% | -79.6% | +102.2% | +20.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FRMI.
Daily Out/Under-Performance
Portfolio return minus FRMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRMI 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 1y: compounded portfolio wealth divided by compounded FRMI 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…
1y analysis · Full analysis span regression · 6 months rolling