+253.9%
XLI vs MET
+249.3%
+4.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.7% | +0.9% |
| 7D | -1.7% | -0.5% | -1.2% | -1.4% |
| 30D | -7.3% | +0.5% | -7.8% | -7.6% |
| 3M | -1.3% | +11.6% | -12.9% | -7.2% |
| 6M | +2.2% | +40.8% | -38.5% | -14.8% |
| YTD | +11.7% | +25.7% | -14.0% | -1.7% |
| 1Y | +14.3% | +24.4% | -10.1% | +0.7% |
| 3Y | +70.3% | +67.5% | +2.9% | +26.0% |
| 5Y | +82.3% | +85.8% | -3.5% | +25.1% |
| All | +253.9% | +249.3% | +4.6% | +65.5% |
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