+82.3%
MET vs XME
+183.2%
-101.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.4% |
| 7D | -0.8% | -0.2% | -0.5% | -0.7% |
| 30D | -1.4% | +1.4% | -2.8% | -2.1% |
| 3M | +12.5% | +2.7% | +9.8% | +10.7% |
| 6M | +37.1% | +6.5% | +30.6% | +31.7% |
| YTD | +23.8% | +15.2% | +8.6% | +13.8% |
| 1Y | +24.1% | +43.5% | -19.4% | +2.7% |
| 3Y | +65.2% | +135.9% | -70.7% | +7.4% |
| 5Y | +82.3% | +181.5% | -99.2% | +3.1% |
| All | +82.3% | +183.2% | -101.0% | +3.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling