+279.5%
UNP vs MET
+248.0%
+31.5%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.8% | -0.2% |
| 7D | -1.2% | -2.5% | +1.3% | 0.0% |
| 30D | -2.0% | 0.0% | -1.9% | -2.1% |
| 3M | +7.5% | +13.1% | -5.5% | +1.1% |
| 6M | +15.3% | +39.0% | -23.6% | -2.1% |
| YTD | +25.4% | +25.2% | +0.2% | +11.6% |
| 1Y | +35.6% | +25.6% | +10.0% | +20.1% |
| 3Y | +44.1% | +67.1% | -22.9% | +9.0% |
| 5Y | +54.0% | +85.1% | -31.2% | +8.1% |
| All | +279.5% | +248.0% | +31.5% | +80.7% |
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