+64.6%
MET vs FTI
+276.6%
-212.0%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.1% | -0.1% | -1.6% |
| 7D | +1.1% | -0.2% | +1.3% | +1.2% |
| 30D | -2.3% | +12.3% | -14.7% | -5.3% |
| 3M | +13.9% | +13.8% | +0.1% | +9.6% |
| 6M | +34.8% | +24.3% | +10.5% | +25.8% |
| YTD | +23.5% | +75.8% | -52.2% | +4.3% |
| 1Y | +23.4% | +99.6% | -76.2% | -0.1% |
| All | +64.6% | +276.6% | -212.0% | +13.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 3y: compounded portfolio wealth divided by compounded FTI 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…
3y analysis · Full analysis span regression · 6 months rolling