+1,226.3%
MET vs URI
+6,861.9%
-5,635.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.1% | -2.6% | -1.9% |
| 7D | -1.2% | -9.8% | +8.6% | +2.5% |
| 30D | +3.2% | +1.7% | +1.5% | +2.3% |
| 3M | -1.1% | -9.1% | +8.0% | +1.8% |
| 6M | +25.0% | +9.9% | +15.2% | +18.7% |
| YTD | +27.9% | +31.2% | -3.3% | +10.8% |
| 1Y | +32.9% | +25.9% | +6.9% | +16.8% |
| 3Y | +78.8% | +147.4% | -68.6% | +17.7% |
| 5Y | +79.6% | +179.7% | -100.2% | +9.4% |
| 10Y | +228.1% | +1,419.5% | -1,191.5% | +0.8% |
| All | +1,226.3% | +6,861.9% | -5,635.6% | +45.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling