+82.3%
MET vs FTV
+1.8%
+80.4%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.8% |
| 7D | -0.8% | -1.3% | +0.5% | -0.1% |
| 30D | -1.4% | -9.5% | +8.1% | +3.7% |
| 3M | +12.5% | -10.9% | +23.4% | +18.7% |
| 6M | +37.1% | -0.6% | +37.7% | +36.1% |
| YTD | +23.8% | +1.4% | +22.4% | +20.7% |
| 1Y | +24.1% | +17.6% | +6.5% | +11.1% |
| 3Y | +65.2% | -3.3% | +68.5% | +61.6% |
| 5Y | +82.3% | -0.1% | +82.4% | +67.5% |
| All | +82.3% | +1.8% | +80.4% | +67.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling