+199.7%
MET vs XRT
+145.8%
+53.9%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | 0.0% | -1.4% | +1.5% | +1.0% |
| 30D | +3.4% | +9.8% | -6.4% | -2.5% |
| 3M | +7.0% | +3.3% | +3.7% | +4.6% |
| 6M | +34.6% | +13.6% | +21.0% | +23.5% |
| YTD | +34.0% | +9.1% | +24.9% | +25.8% |
| 1Y | +35.9% | +15.1% | +20.9% | +23.4% |
| 3Y | +85.5% | +59.9% | +25.5% | +34.3% |
| 5Y | +87.8% | -1.7% | +89.5% | +81.4% |
| 10Y | +199.7% | +141.1% | +58.6% | +19.6% |
| All | +199.7% | +145.8% | +53.9% | +19.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 XRT 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