+70.0%
MET vs URA
+117.9%
-48.0%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.8% | -2.4% | -1.7% |
| 7D | +1.2% | +1.1% | +0.1% | +1.0% |
| 30D | +1.4% | +7.4% | -6.0% | +0.4% |
| 3M | +17.7% | -8.4% | +26.1% | +18.7% |
| 6M | +35.0% | -12.7% | +47.7% | +36.3% |
| YTD | +26.3% | +7.8% | +18.5% | +22.4% |
| 1Y | +22.8% | +19.5% | +3.4% | +15.9% |
| All | +70.0% | +117.9% | -48.0% | +33.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling