+308.0%
MET vs FTV
+90.8%
+217.2%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.0% |
| 7D | +1.2% | -4.5% | +5.6% | +4.1% |
| 30D | +1.4% | -7.1% | +8.5% | +6.0% |
| 3M | +17.7% | -7.2% | +24.9% | +22.4% |
| 6M | +35.0% | -1.5% | +36.5% | +34.7% |
| YTD | +26.3% | +3.5% | +22.8% | +20.9% |
| 1Y | +22.8% | +20.3% | +2.5% | +6.0% |
| 3Y | +65.9% | -3.1% | +69.1% | +61.6% |
| 5Y | +85.4% | +2.3% | +83.0% | +69.9% |
| 10Y | +253.7% | +76.3% | +177.4% | +141.9% |
| All | +308.0% | +90.8% | +217.2% | +170.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling