+70.0%
MET vs URI
+121.2%
-51.3%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.6% | -3.2% | -2.0% |
| 7D | +1.2% | -2.0% | +3.1% | +1.6% |
| 30D | +1.4% | -12.9% | +14.4% | +4.7% |
| 3M | +17.7% | -6.7% | +24.4% | +18.9% |
| 6M | +35.0% | +19.0% | +16.0% | +26.5% |
| YTD | +26.3% | +25.5% | +0.7% | +15.0% |
| 1Y | +22.8% | +5.5% | +17.3% | +18.4% |
| All | +70.0% | +121.2% | -51.3% | +27.6% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 URI 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