+136.8%
XLP vs MET
+202.5%
-65.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.3% |
| 7D | -0.5% | 0.0% | -0.6% | -0.6% |
| 30D | +8.3% | +3.4% | +5.0% | +7.4% |
| 3M | +8.7% | +7.0% | +1.7% | +6.8% |
| 6M | +11.2% | +34.6% | -23.5% | +3.1% |
| YTD | +20.0% | +34.0% | -14.0% | +11.1% |
| 1Y | +21.3% | +35.9% | -14.6% | +11.8% |
| 3Y | +43.8% | +85.5% | -41.6% | +20.3% |
| 5Y | +43.3% | +87.8% | -44.4% | +18.0% |
| 10Y | +136.8% | +199.7% | -62.9% | +59.0% |
| All | +136.8% | +202.5% | -65.8% | +59.0% |
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