+80.6%
MET vs URA
+41.0%
+39.6%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +4.4% | -5.9% | -2.0% |
| 7D | -1.2% | -4.1% | +3.0% | -0.7% |
| 30D | +3.2% | -19.0% | +22.2% | +5.5% |
| 3M | -1.1% | -25.1% | +24.0% | +1.7% |
| 6M | +25.0% | -44.5% | +69.5% | +33.3% |
| YTD | +27.9% | -24.3% | +52.2% | +28.7% |
| 1Y | +32.9% | -28.1% | +61.0% | +34.5% |
| All | +80.6% | +41.0% | +39.6% | +53.9% |
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