+45.5%
UNP vs MET
+66.4%
-20.9%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.8% | +0.5% |
| 7D | -0.7% | +1.1% | -1.9% | -1.3% |
| 30D | -1.1% | -2.3% | +1.2% | -0.3% |
| 3M | +7.9% | +13.9% | -6.0% | +2.1% |
| 6M | +14.6% | +34.8% | -20.2% | +1.0% |
| YTD | +26.6% | +23.5% | +3.0% | +15.4% |
| 1Y | +35.6% | +23.4% | +12.2% | +23.3% |
| 3Y | +45.5% | +64.9% | -19.4% | +19.1% |
| All | +45.5% | +66.4% | -20.9% | +19.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling