+81.1%
MET vs URA
+25.3%
+55.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +4.4% | -5.9% | -2.2% |
| 7D | -1.2% | -4.1% | +3.0% | -0.5% |
| 30D | +3.2% | -19.0% | +22.2% | +6.6% |
| 3M | -1.1% | -25.1% | +24.0% | +3.1% |
| 6M | +25.0% | -44.5% | +69.5% | +36.8% |
| YTD | +27.9% | -24.3% | +52.2% | +30.0% |
| 1Y | +32.9% | -28.1% | +61.0% | +36.1% |
| 3Y | +78.8% | +40.7% | +38.1% | +50.7% |
| All | +81.1% | +25.3% | +55.8% | +50.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling