+91.7%
USB vs MET
+222.3%
-130.6%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | +0.6% |
| 7D | 0.0% | -1.2% | +1.2% | +0.9% |
| 30D | +5.8% | +3.2% | +2.6% | +3.1% |
| 3M | -6.0% | -1.1% | -4.9% | -5.5% |
| 6M | +7.8% | +25.0% | -17.3% | -10.1% |
| YTD | +14.6% | +27.9% | -13.3% | -6.6% |
| 1Y | +31.8% | +32.9% | -1.1% | +4.0% |
| 3Y | +91.5% | +78.8% | +12.7% | +17.4% |
| 5Y | +22.0% | +79.6% | -57.5% | -25.3% |
| All | +91.7% | +222.3% | -130.6% | -27.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling