+64.9%
MET vs FTV
-3.2%
+68.1%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.4% | -1.8% |
| 7D | +1.1% | -0.4% | +1.5% | +1.3% |
| 30D | -2.3% | -8.3% | +6.0% | +1.6% |
| 3M | +13.9% | -7.4% | +21.3% | +17.3% |
| 6M | +34.8% | -1.2% | +36.0% | +34.2% |
| YTD | +23.5% | +2.7% | +20.8% | +19.9% |
| 1Y | +23.4% | +18.4% | +5.0% | +10.6% |
| 3Y | +64.9% | -2.0% | +66.9% | +59.8% |
| All | +64.9% | -3.2% | +68.1% | +59.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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