+168.8%
XLB vs MET
+202.5%
-33.8%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.1% |
| 7D | -1.6% | 0.0% | -1.7% | -1.7% |
| 30D | +7.2% | +3.4% | +3.9% | +5.4% |
| 3M | 0.0% | +7.0% | -6.9% | -3.4% |
| 6M | +2.3% | +34.6% | -32.3% | -12.2% |
| YTD | +18.4% | +34.0% | -15.5% | +1.4% |
| 1Y | +23.3% | +35.9% | -12.6% | +4.7% |
| 3Y | +45.2% | +85.5% | -40.3% | +3.1% |
| 5Y | +31.0% | +87.8% | -56.8% | -8.8% |
| 10Y | +168.8% | +199.7% | -30.9% | +34.2% |
| All | +168.8% | +202.5% | -33.8% | +34.2% |
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