+222.9%
MET vs XLRE
+107.7%
+115.2%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +2.0% | +1.8% |
| 7D | -2.5% | -2.7% | +0.2% | -0.5% |
| 30D | 0.0% | -2.3% | +2.3% | +1.7% |
| 3M | +13.1% | -3.5% | +16.5% | +16.0% |
| 6M | +39.0% | +1.9% | +37.1% | +36.9% |
| YTD | +25.2% | +8.3% | +16.8% | +17.6% |
| 1Y | +25.6% | +6.4% | +19.2% | +19.6% |
| 3Y | +67.1% | +30.2% | +36.8% | +35.3% |
| 5Y | +85.1% | +8.6% | +76.5% | +68.9% |
| 10Y | +245.5% | +87.4% | +158.1% | +124.3% |
| All | +222.9% | +107.7% | +115.2% | +94.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling