+65.0%
XLF vs MET
+82.5%
-17.5%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.5% | -1.0% |
| 7D | -2.9% | -2.5% | -0.4% | -1.5% |
| 30D | -1.6% | 0.0% | -1.6% | -1.7% |
| 3M | +9.3% | +13.1% | -3.8% | +1.3% |
| 6M | +14.6% | +39.0% | -24.4% | -6.2% |
| YTD | +4.7% | +25.2% | -20.5% | -9.0% |
| 1Y | +8.6% | +25.6% | -17.0% | -6.1% |
| 3Y | +73.9% | +67.1% | +6.8% | +23.3% |
| 5Y | +65.0% | +85.1% | -20.1% | +8.7% |
| All | +65.0% | +82.5% | -17.5% | +8.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling