+242.5%
MET vs XME
+426.6%
-184.1%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.7% | +4.8% | +3.0% |
| 7D | -2.5% | -3.0% | +0.6% | -1.0% |
| 30D | 0.0% | -2.6% | +2.6% | +0.9% |
| 3M | +13.1% | +2.2% | +10.9% | +10.3% |
| 6M | +39.0% | +0.7% | +38.3% | +34.7% |
| YTD | +25.2% | +10.9% | +14.3% | +13.4% |
| 1Y | +25.6% | +35.7% | -10.1% | +0.2% |
| 3Y | +67.1% | +127.1% | -60.0% | -3.7% |
| 5Y | +85.1% | +168.5% | -83.3% | -9.8% |
| All | +242.5% | +426.6% | -184.1% | -0.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 XME 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