+1,842.6%
UMC vs MET
+249.3%
+1,593.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.4% | +2.0% | +2.2% |
| 7D | +9.0% | -0.5% | +9.5% | +9.1% |
| 30D | +17.2% | +0.5% | +16.7% | +16.9% |
| 3M | +11.4% | +11.6% | -0.2% | +7.0% |
| 6M | +137.5% | +40.8% | +96.7% | +112.2% |
| YTD | +193.1% | +25.7% | +167.4% | +169.8% |
| 1Y | +240.3% | +24.4% | +215.9% | +213.7% |
| 3Y | +262.2% | +67.5% | +194.7% | +198.2% |
| 5Y | +143.1% | +85.8% | +57.3% | +93.6% |
| All | +1,842.6% | +249.3% | +1,593.3% | +1,223.1% |
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