+321.3%
MET vs URA
-31.1%
+352.4%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.8% | -2.4% | -1.9% |
| 7D | +1.2% | +1.1% | +0.1% | +0.8% |
| 30D | +1.4% | +7.4% | -6.0% | -1.2% |
| 3M | +17.7% | -8.4% | +26.1% | +19.5% |
| 6M | +35.0% | -12.7% | +47.7% | +37.6% |
| YTD | +26.3% | +7.8% | +18.5% | +18.0% |
| 1Y | +22.8% | +19.5% | +3.4% | +8.7% |
| 3Y | +65.9% | +116.4% | -50.5% | +11.4% |
| 5Y | +85.4% | +134.3% | -48.9% | +11.1% |
| 10Y | +253.7% | +359.3% | -105.5% | +41.6% |
| All | +321.3% | -31.1% | +352.4% | +236.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling