+164.2%
XLB vs MET
+197.3%
-33.1%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.6% |
| 7D | +0.5% | +4.5% | -3.9% | -1.6% |
| 30D | +5.2% | +3.5% | +1.6% | +3.3% |
| 3M | +0.3% | +5.9% | -5.6% | -2.7% |
| 6M | +1.2% | +33.1% | -31.9% | -12.6% |
| YTD | +16.6% | +33.6% | -16.9% | 0.0% |
| 1Y | +21.4% | +32.7% | -11.2% | +4.4% |
| 3Y | +43.2% | +85.0% | -41.8% | +1.8% |
| 5Y | +28.0% | +85.6% | -57.5% | -10.4% |
| All | +164.2% | +197.3% | -33.1% | +32.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MET.
Daily Out/Under-Performance
Portfolio return minus MET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MET 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 MET 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