+706.5%
XLB vs MET
+1,300.1%
-593.6%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | +0.2% |
| 7D | -1.4% | +1.2% | -2.5% | -1.8% |
| 30D | -0.4% | +1.4% | -1.8% | -1.0% |
| 3M | +2.0% | +17.7% | -15.7% | -4.0% |
| 6M | +1.8% | +35.0% | -33.2% | -8.8% |
| YTD | +16.6% | +26.3% | -9.7% | +6.6% |
| 1Y | +16.9% | +22.8% | -5.9% | +7.8% |
| 3Y | +32.6% | +65.9% | -33.4% | +8.8% |
| 5Y | +35.6% | +85.4% | -49.7% | +6.4% |
| 10Y | +160.0% | +253.7% | -93.7% | +58.5% |
| All | +706.5% | +1,300.1% | -593.6% | +202.4% |
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