+1,274.9%
MET vs UL
+833.1%
+441.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.4% | -1.3% |
| 7D | +2.1% | -2.5% | +4.6% | +3.6% |
| 30D | +1.8% | +5.7% | -3.9% | -1.6% |
| 3M | +6.0% | +7.0% | -1.0% | +1.6% |
| 6M | +31.1% | +16.1% | +15.0% | +19.1% |
| YTD | +32.6% | +3.6% | +29.0% | +27.7% |
| 1Y | +30.5% | -1.4% | +31.8% | +29.0% |
| 3Y | +83.6% | +34.1% | +49.5% | +46.8% |
| 5Y | +84.2% | +32.0% | +52.2% | +43.5% |
| 10Y | +196.6% | +104.7% | +91.9% | +62.4% |
| All | +1,274.9% | +833.1% | +441.9% | +268.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling