+67.5%
MET vs XLRE
+31.2%
+36.3%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | -0.2% |
| 7D | -0.5% | -1.2% | +0.7% | +0.3% |
| 30D | +0.5% | -2.4% | +2.9% | +2.1% |
| 3M | +11.6% | -2.5% | +14.1% | +13.5% |
| 6M | +40.8% | +4.0% | +36.8% | +36.9% |
| YTD | +25.7% | +9.3% | +16.4% | +18.0% |
| 1Y | +24.4% | +5.6% | +18.8% | +19.4% |
| 3Y | +67.5% | +31.3% | +36.2% | +41.8% |
| All | +67.5% | +31.2% | +36.3% | +41.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XLRE.
Daily Out/Under-Performance
Portfolio return minus XLRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLRE 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 3y: compounded portfolio wealth divided by compounded XLRE 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…
3y analysis · Full analysis span regression · 6 months rolling