+387.6%
XLF vs MET
+1,269.7%
-882.2%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.2% | +0.8% | -0.2% |
| 7D | +0.2% | +1.1% | -1.0% | -0.5% |
| 30D | -0.5% | -2.3% | +1.8% | +0.7% |
| 3M | +10.6% | +13.9% | -3.2% | +2.6% |
| 6M | +14.3% | +34.8% | -20.5% | -3.7% |
| YTD | +5.5% | +23.5% | -18.0% | -6.9% |
| 1Y | +9.6% | +23.4% | -13.8% | -3.5% |
| 3Y | +75.2% | +64.9% | +10.3% | +29.3% |
| 5Y | +65.5% | +82.0% | -16.5% | +14.5% |
| 10Y | +246.4% | +244.4% | +2.1% | +62.9% |
| All | +387.6% | +1,269.7% | -882.2% | +14.2% |
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