+42.0%
XLP vs MET
+78.1%
-36.1%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.5% | +0.2% | -1.0% |
| 7D | +0.7% | -1.2% | +1.9% | +1.0% |
| 30D | +10.3% | +3.2% | +7.1% | +9.6% |
| 3M | +6.5% | -1.1% | +7.6% | +6.7% |
| 6M | +8.4% | +25.0% | -16.6% | +3.5% |
| YTD | +18.2% | +27.9% | -9.7% | +12.0% |
| 1Y | +22.4% | +32.9% | -10.4% | +15.0% |
| 3Y | +41.9% | +78.8% | -36.9% | +22.1% |
| All | +42.0% | +78.1% | -36.1% | +23.0% |
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 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