+314.8%
MET vs XME
+170.7%
+144.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.4% | +1.7% |
| 7D | +4.5% | +0.3% | +4.1% | +4.2% |
| 30D | +3.5% | -6.1% | +9.7% | +6.8% |
| 3M | +5.9% | -18.6% | +24.6% | +17.6% |
| 6M | +33.1% | -23.9% | +57.0% | +50.4% |
| YTD | +33.6% | -9.3% | +42.9% | +33.4% |
| 1Y | +32.7% | +1.8% | +30.9% | +23.3% |
| 3Y | +85.0% | +93.0% | -8.0% | +12.2% |
| 5Y | +85.6% | +107.0% | -21.4% | +1.9% |
| 10Y | +198.8% | +266.9% | -68.1% | +7.4% |
| All | +314.8% | +170.7% | +144.1% | +43.1% |
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 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