+515.6%
USB vs MET
+1,339.1%
-823.5%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -4.8% |
| YTD | +15.2% | +29.8% | -14.6% | -1.1% |
| 1Y | +32.8% | +30.2% | +2.5% | +13.7% |
| 3Y | +91.3% | +77.6% | +13.7% | +37.6% |
| 5Y | +22.7% | +82.3% | -59.6% | -12.1% |
| 10Y | +97.0% | +233.0% | -136.0% | +2.4% |
| All | +515.6% | +1,339.1% | -823.5% | +59.2% |
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