+164.5%
XLB vs MET
+245.0%
-80.5%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.3% | -1.2% |
| 7D | -2.9% | -0.8% | -2.2% | -2.6% |
| 30D | -3.4% | -1.4% | -2.0% | -2.8% |
| 3M | +1.6% | +12.5% | -10.9% | -4.4% |
| 6M | +3.6% | +37.1% | -33.4% | -11.8% |
| YTD | +14.2% | +23.8% | -9.5% | +1.9% |
| 1Y | +15.6% | +24.1% | -8.5% | +2.6% |
| 3Y | +33.1% | +65.2% | -32.1% | +0.3% |
| 5Y | +35.1% | +82.3% | -47.2% | -4.5% |
| 10Y | +164.5% | +241.6% | -77.0% | +28.5% |
| All | +164.5% | +245.0% | -80.5% | +28.5% |
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