+42.6%
XLP vs MET
+87.9%
-45.4%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | 0.0% |
| 7D | +2.3% | +1.8% | +0.6% | +2.0% |
| 30D | +9.1% | +4.8% | +4.3% | +8.0% |
| 3M | +7.9% | +6.2% | +1.7% | +6.5% |
| 6M | +9.6% | +33.8% | -24.2% | +3.2% |
| YTD | +19.4% | +33.3% | -13.9% | +12.2% |
| 1Y | +22.4% | +36.3% | -14.0% | +14.3% |
| 3Y | +43.2% | +84.6% | -41.4% | +22.4% |
| 5Y | +42.6% | +87.7% | -45.1% | +22.1% |
| All | +42.6% | +87.9% | -45.4% | +22.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling