+667.9%
XLP vs MET
+1,339.1%
-671.2%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.1% | +2.3% | -0.2% |
| 7D | +3.5% | -0.5% | +4.0% | +3.6% |
| 30D | +11.6% | +3.3% | +8.3% | +10.9% |
| 3M | +7.6% | +4.2% | +3.4% | +6.8% |
| 6M | +10.0% | +27.3% | -17.3% | +5.3% |
| YTD | +19.7% | +29.8% | -10.1% | +13.9% |
| 1Y | +23.5% | +30.2% | -6.8% | +17.3% |
| 3Y | +44.0% | +77.6% | -33.6% | +28.2% |
| 5Y | +42.7% | +82.3% | -39.6% | +25.5% |
| 10Y | +131.3% | +233.0% | -101.7% | +76.6% |
| All | +667.9% | +1,339.1% | -671.2% | +312.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling