+199.7%
MET vs URA
+277.9%
-78.2%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.5% | -1.0% | +0.1% |
| 7D | 0.0% | +2.9% | -2.8% | -0.7% |
| 30D | +3.4% | -10.8% | +14.2% | +6.1% |
| 3M | +7.0% | -25.5% | +32.5% | +14.3% |
| 6M | +34.6% | -41.2% | +75.9% | +51.7% |
| YTD | +34.0% | -21.3% | +55.2% | +36.4% |
| 1Y | +35.9% | -25.7% | +61.6% | +40.2% |
| 3Y | +85.5% | +43.1% | +42.4% | +47.6% |
| 5Y | +87.8% | +35.6% | +52.2% | +45.8% |
| 10Y | +199.7% | +281.3% | -81.6% | +36.8% |
| All | +199.7% | +277.9% | -78.2% | +36.8% |
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