+73.7%
UAL vs MET
+197.3%
-123.6%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.8% | -2.5% | -2.5% |
| 7D | -3.0% | +4.5% | -7.5% | -6.8% |
| 30D | +10.5% | +3.5% | +6.9% | +7.2% |
| 3M | -13.5% | +5.9% | -19.4% | -18.2% |
| 6M | +14.2% | +33.1% | -18.8% | -13.9% |
| YTD | -2.2% | +33.6% | -35.8% | -26.5% |
| 1Y | +12.5% | +32.7% | -20.2% | -15.0% |
| 3Y | +186.8% | +85.0% | +101.8% | +59.8% |
| 5Y | +119.4% | +85.6% | +33.8% | +21.7% |
| All | +73.7% | +197.3% | -123.6% | -40.5% |
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