+311.6%
MET vs XHB
+170.3%
+141.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.7% | +0.2% |
| 7D | +2.1% | -2.4% | +4.6% | +4.0% |
| 30D | +1.8% | +7.1% | -5.3% | -3.6% |
| 3M | +6.0% | -6.0% | +12.0% | +10.1% |
| 6M | +31.1% | +2.1% | +29.0% | +25.9% |
| YTD | +32.6% | -0.6% | +33.2% | +28.1% |
| 1Y | +30.5% | -3.3% | +33.7% | +28.5% |
| 3Y | +83.6% | +34.1% | +49.4% | +33.0% |
| 5Y | +84.2% | +28.6% | +55.6% | +30.6% |
| 10Y | +196.6% | +235.0% | -38.5% | -6.8% |
| All | +311.6% | +170.3% | +141.3% | -11.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling