+41.5%
NU vs MET
+86.2%
-44.6%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.4% | -3.0% | -2.9% |
| 7D | -4.9% | -0.5% | -4.4% | -4.6% |
| 30D | +7.8% | +0.5% | +7.3% | +7.5% |
| 3M | +20.9% | +11.6% | +9.3% | +12.4% |
| 6M | +0.9% | +40.8% | -39.9% | -19.0% |
| YTD | -12.7% | +25.7% | -38.3% | -25.0% |
| 1Y | -6.4% | +24.4% | -30.8% | -19.5% |
| 3Y | +98.1% | +67.5% | +30.6% | +35.3% |
| All | +41.5% | +86.2% | -44.6% | -17.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MET.
Daily Out/Under-Performance
Portfolio return minus MET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MET 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 MET 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