-33.5%
UPS vs MET
+82.9%
-116.4%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.5% | -1.3% |
| 7D | -3.7% | -0.8% | -2.9% | -3.4% |
| 30D | -3.7% | -1.4% | -2.4% | -3.2% |
| 3M | -6.6% | +12.5% | -19.1% | -11.7% |
| 6M | +2.6% | +37.1% | -34.5% | -11.6% |
| YTD | +4.8% | +23.8% | -19.0% | -5.7% |
| 1Y | +25.3% | +24.1% | +1.2% | +12.1% |
| 3Y | -26.9% | +65.2% | -92.1% | -43.8% |
| 5Y | -33.5% | +82.3% | -115.8% | -51.4% |
| All | -33.5% | +82.9% | -116.4% | -51.4% |
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