+69.8%
XLI vs MET
+64.3%
+5.5%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.2% | -1.7% | -1.6% |
| 7D | -0.6% | -0.8% | +0.2% | -0.3% |
| 30D | -6.9% | -1.4% | -5.6% | -6.5% |
| 3M | -1.9% | +12.5% | -14.4% | -7.1% |
| 6M | +1.0% | +37.1% | -36.1% | -12.5% |
| YTD | +11.3% | +23.8% | -12.5% | +0.6% |
| 1Y | +15.8% | +24.1% | -8.3% | +4.1% |
| All | +69.8% | +64.3% | +5.5% | +34.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling