+139.5%
XLP vs MET
+197.3%
-57.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.7% | +1.2% |
| 7D | +2.5% | +4.5% | -1.9% | +1.4% |
| 30D | +7.3% | +3.5% | +3.8% | +6.4% |
| 3M | +8.1% | +5.9% | +2.2% | +6.5% |
| 6M | +10.5% | +33.1% | -22.6% | +2.8% |
| YTD | +21.2% | +33.6% | -12.4% | +12.2% |
| 1Y | +22.7% | +32.7% | -10.0% | +13.8% |
| 3Y | +44.8% | +85.0% | -40.3% | +21.2% |
| 5Y | +44.7% | +85.6% | -40.9% | +19.5% |
| All | +139.5% | +197.3% | -57.8% | +60.5% |
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