+863.8%
XLI vs MET
+1,269.7%
-405.9%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.7% | +0.3% |
| 7D | +1.0% | +1.1% | -0.2% | +0.5% |
| 30D | -5.8% | -2.3% | -3.5% | -5.1% |
| 3M | +0.7% | +13.9% | -13.2% | -4.1% |
| 6M | +3.2% | +34.8% | -31.6% | -7.5% |
| YTD | +13.0% | +23.5% | -10.5% | +4.2% |
| 1Y | +16.8% | +23.4% | -6.6% | +7.5% |
| 3Y | +72.4% | +64.9% | +7.5% | +42.2% |
| 5Y | +82.8% | +82.0% | +0.7% | +44.3% |
| 10Y | +252.4% | +244.4% | +8.1% | +118.7% |
| All | +863.8% | +1,269.7% | -405.9% | +232.7% |
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