+242.5%
MET vs UL
+65.6%
+176.9%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.4% | +2.5% | +1.6% |
| 7D | -2.5% | -4.1% | +1.6% | -1.0% |
| 30D | 0.0% | -1.2% | +1.2% | +0.4% |
| 3M | +13.1% | +6.0% | +7.1% | +10.5% |
| 6M | +39.0% | -5.5% | +44.5% | +41.1% |
| YTD | +25.2% | -3.3% | +28.5% | +25.7% |
| 1Y | +25.6% | -9.8% | +35.4% | +29.1% |
| 3Y | +67.1% | +20.1% | +46.9% | +51.6% |
| 5Y | +85.1% | +19.2% | +65.9% | +65.6% |
| All | +242.5% | +65.6% | +176.9% | +210.4% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 10y: compounded portfolio wealth divided by compounded UL 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…
10y analysis · Full analysis span regression · 6 months rolling