+14.3%
XLI vs MET
+25.8%
-11.5%
-12.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.7% | +1.0% |
| 7D | -1.7% | -0.5% | -1.2% | -1.5% |
| 30D | -7.3% | +0.5% | -7.8% | -7.4% |
| 3M | -1.3% | +11.6% | -12.9% | -4.3% |
| 6M | +2.2% | +40.8% | -38.5% | -8.3% |
| YTD | +11.7% | +25.7% | -14.0% | +3.1% |
| 1Y | +14.3% | +24.4% | -10.1% | +5.6% |
| All | +14.3% | +25.8% | -11.5% | +5.6% |
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