+242.5%
MET vs WU
-39.5%
+282.0%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.9% | +1.5% |
| 7D | -2.5% | -5.0% | +2.5% | -0.1% |
| 30D | 0.0% | -2.3% | +2.2% | +0.9% |
| 3M | +13.1% | -3.2% | +16.3% | +12.2% |
| 6M | +39.0% | -25.0% | +64.0% | +55.7% |
| YTD | +25.2% | -21.7% | +46.9% | +36.5% |
| 1Y | +25.6% | -9.0% | +34.6% | +25.1% |
| 3Y | +67.1% | -28.9% | +96.0% | +83.5% |
| 5Y | +85.1% | -51.0% | +136.2% | +147.5% |
| All | +242.5% | -39.5% | +282.0% | +317.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 10y: compounded portfolio wealth divided by compounded WU 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…
10y analysis · Full analysis span regression · 6 months rolling