+101.1%
UAL vs MET
+206.5%
-105.3%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.6% | -0.6% |
| 7D | +12.5% | +1.8% | +10.7% | +10.9% |
| 30D | +12.2% | +4.8% | +7.4% | +7.6% |
| 3M | -2.6% | +6.2% | -8.8% | -8.1% |
| 6M | +21.1% | +33.8% | -12.7% | -9.3% |
| YTD | +7.8% | +33.3% | -25.5% | -18.9% |
| 1Y | +25.4% | +36.3% | -10.9% | -7.6% |
| 3Y | +217.3% | +84.6% | +132.8% | +77.1% |
| 5Y | +132.9% | +87.7% | +45.2% | +27.7% |
| 10Y | +101.1% | +198.0% | -96.8% | -30.9% |
| All | +101.1% | +206.5% | -105.3% | -30.9% |
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