+14.7%
XLF vs MET
+35.0%
-20.3%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.2% | +1.3% | +2.5% |
| 7D | +5.5% | +3.9% | +1.6% | +3.7% |
| 30D | +9.9% | +6.8% | +3.0% | +6.6% |
| 3M | +2.6% | +7.7% | -5.0% | -0.9% |
| 6M | +15.6% | +32.9% | -17.3% | +0.8% |
| YTD | +9.4% | +33.9% | -24.5% | -5.4% |
| 1Y | +14.7% | +33.0% | -18.3% | -0.6% |
| All | +14.7% | +35.0% | -20.3% | -0.6% |
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