+64.9%
MET vs XRT
+42.5%
+22.4%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.2% | 0.0% | -1.0% |
| 7D | +1.1% | -0.3% | +1.4% | +1.3% |
| 30D | -2.3% | -5.6% | +3.3% | +0.8% |
| 3M | +13.9% | +2.5% | +11.3% | +11.8% |
| 6M | +34.8% | +3.7% | +31.1% | +31.2% |
| YTD | +23.5% | +1.0% | +22.6% | +22.0% |
| 1Y | +23.4% | -1.2% | +24.6% | +23.2% |
| 3Y | +64.9% | +43.4% | +21.5% | +31.5% |
| All | +64.9% | +42.5% | +22.4% | +31.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling