+708.7%
XLB vs MET
+1,369.7%
-661.0%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.2% | -0.9% |
| 7D | 0.0% | +2.1% | -2.1% | -0.7% |
| 30D | +5.3% | +1.8% | +3.5% | +4.6% |
| 3M | 0.0% | +6.0% | -6.0% | -2.2% |
| 6M | +1.2% | +31.1% | -29.9% | -8.4% |
| YTD | +16.9% | +32.6% | -15.7% | +5.0% |
| 1Y | +20.9% | +30.5% | -9.6% | +9.2% |
| 3Y | +43.3% | +83.6% | -40.2% | +13.5% |
| 5Y | +28.3% | +84.2% | -55.9% | +0.9% |
| 10Y | +165.3% | +196.6% | -31.3% | +70.7% |
| All | +708.7% | +1,369.7% | -661.0% | +197.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling