+318.2%
UPS vs MET
+1,381.0%
-1,062.7%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.8% | +1.1% | +1.6% |
| 7D | +3.8% | +4.5% | -0.7% | +2.6% |
| 30D | +17.4% | +3.5% | +13.8% | +16.3% |
| 3M | +8.2% | +5.9% | +2.3% | +6.5% |
| 6M | +17.9% | +33.1% | -15.1% | +8.9% |
| YTD | +18.7% | +33.6% | -14.9% | +9.3% |
| 1Y | +24.8% | +32.7% | -7.9% | +15.2% |
| 3Y | -4.5% | +85.0% | -89.6% | -19.9% |
| 5Y | -33.2% | +85.6% | -118.8% | -44.3% |
| 10Y | +44.2% | +198.8% | -154.6% | +2.5% |
| All | +318.2% | +1,381.0% | -1,062.7% | +107.8% |
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