+80.9%
XLI vs MET
+82.9%
-2.0%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -6.4% |
| 3M | -1.9% | +12.5% | -14.4% | -7.5% |
| 6M | +1.0% | +37.1% | -36.1% | -13.2% |
| YTD | +11.3% | +23.8% | -12.5% | -0.1% |
| 1Y | +15.8% | +24.1% | -8.3% | +3.5% |
| 3Y | +69.8% | +65.2% | +4.6% | +29.9% |
| 5Y | +80.9% | +82.3% | -1.4% | +30.3% |
| All | +80.9% | +82.9% | -2.0% | +30.3% |
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