+34.1%
XLP vs MET
+85.3%
-51.3%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | -0.5% |
| 7D | -1.0% | +1.2% | -2.2% | -1.3% |
| 30D | -0.9% | +1.4% | -2.3% | -1.2% |
| 3M | +3.8% | +17.7% | -13.9% | +0.4% |
| 6M | -1.7% | +35.0% | -36.7% | -7.6% |
| YTD | +10.3% | +26.3% | -16.0% | +4.8% |
| 1Y | +7.8% | +22.8% | -15.0% | +3.0% |
| 3Y | +27.2% | +65.9% | -38.7% | +11.6% |
| All | +34.1% | +85.3% | -51.3% | +14.6% |
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