-33.2%
UPS vs MET
+88.5%
-121.7%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.8% | +1.0% |
| 7D | -1.6% | 0.0% | -1.7% | -1.6% |
| 30D | +17.9% | +3.4% | +14.6% | +16.2% |
| 3M | +9.4% | +7.0% | +2.4% | +6.0% |
| 6M | +16.2% | +34.6% | -18.5% | +0.7% |
| YTD | +18.8% | +34.0% | -15.2% | +2.8% |
| 1Y | +26.1% | +35.9% | -9.8% | +8.3% |
| 3Y | -4.5% | +85.5% | -89.9% | -31.0% |
| 5Y | -33.2% | +87.8% | -121.0% | -53.2% |
| All | -33.2% | +88.5% | -121.7% | -53.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling