+248.8%
XLF vs MET
+249.3%
-0.5%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.4% |
| 7D | -1.5% | -0.5% | -1.0% | -1.2% |
| 30D | -1.2% | +0.5% | -1.7% | -1.5% |
| 3M | +9.2% | +11.6% | -2.4% | +1.4% |
| 6M | +16.3% | +40.8% | -24.5% | -7.1% |
| YTD | +5.4% | +25.7% | -20.2% | -9.8% |
| 1Y | +7.6% | +24.4% | -16.8% | -7.6% |
| 3Y | +74.2% | +67.5% | +6.7% | +20.5% |
| 5Y | +66.1% | +85.8% | -19.7% | +5.6% |
| All | +248.8% | +249.3% | -0.5% | +37.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling