+87.8%
MET vs UL
+31.1%
+56.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.7% |
| 7D | 0.0% | -1.7% | +1.8% | +0.5% |
| 30D | +3.4% | +4.5% | -1.1% | +2.3% |
| 3M | +7.0% | +5.5% | +1.5% | +5.5% |
| 6M | +34.6% | +17.0% | +17.6% | +29.5% |
| YTD | +34.0% | +3.2% | +30.8% | +32.0% |
| 1Y | +35.9% | -1.9% | +37.8% | +35.4% |
| 3Y | +85.5% | +33.6% | +51.9% | +68.9% |
| 5Y | +87.8% | +31.5% | +56.3% | +65.7% |
| All | +87.8% | +31.1% | +56.6% | +65.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling