+242.5%
MET vs XRT
+125.1%
+117.4%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.9% | +1.6% |
| 7D | -2.5% | -3.6% | +1.1% | -0.3% |
| 30D | 0.0% | -6.7% | +6.7% | +4.3% |
| 3M | +13.1% | -1.4% | +14.4% | +13.5% |
| 6M | +39.0% | +1.7% | +37.3% | +36.6% |
| YTD | +25.2% | -1.5% | +26.7% | +25.4% |
| 1Y | +25.6% | -2.5% | +28.1% | +26.3% |
| 3Y | +67.1% | +39.9% | +27.2% | +31.6% |
| 5Y | +85.1% | -2.6% | +87.7% | +77.6% |
| All | +242.5% | +125.1% | +117.4% | +43.3% |
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