+243.8%
MET vs XHB
+215.4%
+28.4%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.6% | -1.2% | -0.6% |
| 7D | -0.5% | -4.6% | +4.1% | +2.4% |
| 30D | +0.5% | -9.1% | +9.6% | +6.5% |
| 3M | +11.6% | -8.6% | +20.2% | +16.6% |
| 6M | +40.8% | -4.0% | +44.8% | +41.4% |
| YTD | +25.7% | -3.9% | +29.6% | +25.5% |
| 1Y | +24.4% | -16.5% | +40.8% | +35.6% |
| 3Y | +67.5% | +22.6% | +44.9% | +34.2% |
| 5Y | +85.8% | +33.9% | +51.9% | +34.5% |
| All | +243.8% | +215.4% | +28.4% | +21.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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