+280.6%
UPS vs MET
+1,300.1%
-1,019.5%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.5% | -0.7% |
| 7D | -2.9% | +1.2% | -4.0% | -3.2% |
| 30D | -3.5% | +1.4% | -4.9% | -4.0% |
| 3M | -5.7% | +17.7% | -23.4% | -9.9% |
| 6M | -4.4% | +35.0% | -39.4% | -12.0% |
| YTD | +8.0% | +26.3% | -18.3% | +1.0% |
| 1Y | +29.0% | +22.8% | +6.2% | +21.4% |
| 3Y | -27.7% | +65.9% | -93.7% | -37.6% |
| 5Y | -34.3% | +85.4% | -119.7% | -45.2% |
| 10Y | +37.8% | +253.7% | -215.9% | -5.8% |
| All | +280.6% | +1,300.1% | -1,019.5% | +92.0% |
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