+9.4%
USB vs MET
+28.5%
-19.1%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.1% | +1.0% | -0.4% |
| 7D | -1.5% | -0.5% | -1.0% | -1.2% |
| 30D | +4.3% | +3.3% | +1.0% | +2.4% |
| 3M | -6.1% | +4.2% | -10.3% | -8.4% |
| 6M | +9.4% | +27.3% | -17.9% | -7.7% |
| All | +9.4% | +28.5% | -19.1% | -7.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling