+292.2%
MET vs XME
+242.3%
+49.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.8% | -1.7% |
| 7D | +1.2% | -0.1% | +1.3% | +1.2% |
| 30D | +1.4% | +6.0% | -4.6% | -2.5% |
| 3M | +17.7% | -7.7% | +25.4% | +21.0% |
| 6M | +35.0% | +1.0% | +34.0% | +30.0% |
| YTD | +26.3% | +14.6% | +11.6% | +11.3% |
| 1Y | +22.8% | +46.0% | -23.1% | -7.8% |
| 3Y | +65.9% | +127.0% | -61.1% | -7.3% |
| 5Y | +85.4% | +175.8% | -90.4% | -13.4% |
| 10Y | +253.7% | +414.6% | -160.9% | +4.4% |
| All | +292.2% | +242.3% | +49.9% | +19.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling