+718.0%
XLB vs MET
+1,366.8%
-648.9%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.5% | -1.6% | +0.7% |
| 7D | -1.4% | +1.3% | -2.7% | -1.8% |
| 30D | +7.1% | +4.0% | +3.1% | +5.6% |
| 3M | +0.6% | +4.6% | -4.0% | -1.1% |
| 6M | +3.5% | +32.8% | -29.3% | -6.8% |
| YTD | +18.2% | +32.3% | -14.1% | +6.3% |
| 1Y | +25.6% | +37.1% | -11.5% | +11.4% |
| 3Y | +46.7% | +86.8% | -40.2% | +15.4% |
| 5Y | +30.9% | +87.4% | -56.5% | +2.3% |
| 10Y | +167.7% | +209.9% | -42.2% | +69.9% |
| All | +718.0% | +1,366.8% | -648.9% | +201.4% |
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 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