+546.9%
USB vs MET
+1,300.1%
-753.3%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.4% | +0.7% |
| 7D | +1.4% | +1.2% | +0.3% | +0.8% |
| 30D | -1.3% | +1.4% | -2.7% | -2.2% |
| 3M | +15.2% | +17.7% | -2.5% | +4.9% |
| 6M | +18.8% | +35.0% | -16.2% | +0.1% |
| YTD | +21.0% | +26.3% | -5.3% | +5.7% |
| 1Y | +34.0% | +22.8% | +11.2% | +18.6% |
| 3Y | +95.3% | +65.9% | +29.4% | +46.3% |
| 5Y | +40.4% | +85.4% | -45.0% | -0.2% |
| 10Y | +107.3% | +253.7% | -146.4% | +4.8% |
| All | +546.9% | +1,300.1% | -753.3% | +70.0% |
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