+138.6%
MET vs USHY
+50.7%
+87.9%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.1% | -2.1% |
| 7D | +1.1% | 0.0% | +1.1% | +1.1% |
| 30D | -2.3% | 0.0% | -2.3% | -2.3% |
| 3M | +13.9% | +1.2% | +12.7% | +11.1% |
| 6M | +34.8% | +2.6% | +32.2% | +27.6% |
| YTD | +23.5% | +2.4% | +21.1% | +17.5% |
| 1Y | +23.4% | +4.2% | +19.2% | +13.2% |
| 3Y | +64.9% | +28.0% | +36.8% | -0.4% |
| 5Y | +82.0% | +21.8% | +60.3% | +25.9% |
| All | +138.6% | +50.7% | +87.9% | +9.9% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 USHY 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