+82.3%
MET vs UL
+19.6%
+62.7%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +1.9% | +0.6% |
| 7D | -0.8% | -3.2% | +2.5% | 0.0% |
| 30D | -1.4% | -0.6% | -0.8% | -1.3% |
| 3M | +12.5% | +9.4% | +3.1% | +10.0% |
| 6M | +37.1% | -4.1% | +41.2% | +37.9% |
| YTD | +23.8% | -2.0% | +25.8% | +23.6% |
| 1Y | +24.1% | -9.0% | +33.1% | +26.0% |
| 3Y | +65.2% | +21.8% | +43.4% | +54.3% |
| 5Y | +82.3% | +20.6% | +61.7% | +63.1% |
| All | +82.3% | +19.6% | +62.7% | +63.1% |
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