+102.9%
XLP vs MET
+247.1%
-144.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.5% | -0.1% |
| 7D | -1.4% | +1.1% | -2.6% | -1.7% |
| 30D | -1.3% | -2.3% | +1.0% | -0.8% |
| 3M | +1.8% | +13.9% | -12.0% | -1.4% |
| 6M | -0.8% | +34.8% | -35.6% | -7.9% |
| YTD | +9.5% | +23.5% | -14.0% | +3.6% |
| 1Y | +7.2% | +23.4% | -16.2% | +1.2% |
| 3Y | +27.1% | +64.9% | -37.7% | +9.9% |
| 5Y | +32.0% | +82.0% | -50.0% | +9.9% |
| 10Y | +102.9% | +244.4% | -141.5% | +37.0% |
| All | +102.9% | +247.1% | -144.2% | +37.0% |
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