+251.3%
UAL vs MET
+294.4%
-43.1%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.6% | +4.1% | +3.6% |
| 7D | +0.7% | +1.2% | -0.4% | -0.1% |
| 30D | -16.1% | +1.4% | -17.5% | -17.0% |
| 3M | +6.1% | +17.7% | -11.6% | -5.2% |
| 6M | +10.8% | +35.0% | -24.1% | -9.3% |
| YTD | -0.4% | +26.3% | -26.7% | -14.9% |
| 1Y | +5.0% | +22.8% | -17.8% | -8.7% |
| 3Y | +124.0% | +65.9% | +58.1% | +63.2% |
| 5Y | +141.0% | +85.4% | +55.6% | +65.4% |
| 10Y | +118.0% | +253.7% | -135.7% | +5.4% |
| All | +251.3% | +294.4% | -43.1% | +31.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling