+128.8%
XLP vs MET
+227.5%
-98.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.5% | -2.6% | +0.1% |
| 7D | +0.1% | +1.3% | -1.3% | -0.3% |
| 30D | +8.9% | +4.0% | +4.9% | +7.9% |
| 3M | +7.5% | +4.6% | +2.9% | +6.2% |
| 6M | +9.4% | +32.8% | -23.4% | +1.9% |
| YTD | +19.3% | +32.3% | -13.0% | +10.8% |
| 1Y | +21.7% | +37.1% | -15.4% | +12.0% |
| 3Y | +44.0% | +86.8% | -42.9% | +20.4% |
| 5Y | +42.8% | +87.4% | -44.6% | +17.8% |
| 10Y | +128.8% | +209.9% | -81.1% | +58.8% |
| All | +128.8% | +227.5% | -98.7% | +58.8% |
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