+23.3%
XLB vs MET
+36.6%
-13.3%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.2% |
| 7D | -1.6% | 0.0% | -1.7% | -1.7% |
| 30D | +7.2% | +3.4% | +3.9% | +6.2% |
| 3M | 0.0% | +7.0% | -6.9% | -1.9% |
| 6M | +2.3% | +34.6% | -32.3% | -6.6% |
| YTD | +18.4% | +34.0% | -15.5% | +7.4% |
| 1Y | +23.3% | +35.9% | -12.6% | +10.8% |
| All | +23.3% | +36.6% | -13.3% | +10.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling