+260.9%
UMC vs MET
+714.8%
-453.9%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -2.2% | +7.2% | +5.9% |
| 7D | +6.6% | +1.1% | +5.5% | +6.0% |
| 30D | +16.6% | -2.3% | +18.9% | +17.4% |
| 3M | +11.0% | +13.9% | -2.9% | +4.5% |
| 6M | +131.3% | +34.8% | +96.5% | +103.4% |
| YTD | +182.5% | +23.5% | +159.0% | +155.4% |
| 1Y | +222.3% | +23.4% | +198.9% | +190.8% |
| 3Y | +253.0% | +64.9% | +188.2% | +177.7% |
| 5Y | +141.8% | +82.0% | +59.8% | +80.9% |
| 10Y | +1,772.2% | +244.4% | +1,527.9% | +878.8% |
| All | +260.9% | +714.8% | -453.9% | -2.2% |
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