+108.7%
USB vs MET
+254.2%
-145.5%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.4% | +1.0% |
| 7D | +1.4% | +1.2% | +0.3% | +0.5% |
| 30D | -1.3% | +1.4% | -2.7% | -2.6% |
| 3M | +15.2% | +17.7% | -2.5% | +1.0% |
| 6M | +18.8% | +35.0% | -16.2% | -6.6% |
| YTD | +21.0% | +26.3% | -5.3% | -0.2% |
| 1Y | +34.0% | +22.8% | +11.2% | +12.5% |
| 3Y | +95.3% | +65.9% | +29.4% | +27.6% |
| 5Y | +40.4% | +85.4% | -45.0% | -16.0% |
| All | +108.7% | +254.2% | -145.5% | -24.8% |
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 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