+198.0%
MET vs URA
+289.1%
-91.1%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.5% | +1.7% | +3.6% |
| 7D | +1.8% | +0.3% | +1.5% | +1.6% |
| 30D | +4.8% | -14.8% | +19.6% | +8.8% |
| 3M | +6.2% | -25.3% | +31.5% | +13.4% |
| 6M | +33.8% | -39.9% | +73.7% | +49.8% |
| YTD | +33.3% | -22.4% | +55.7% | +36.3% |
| 1Y | +36.3% | -29.0% | +65.3% | +42.4% |
| 3Y | +84.6% | +41.0% | +43.6% | +47.5% |
| 5Y | +87.7% | +38.3% | +49.3% | +44.3% |
| 10Y | +198.0% | +276.1% | -78.1% | +37.8% |
| All | +198.0% | +289.1% | -91.1% | +37.8% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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