+607.1%
XLP vs MET
+1,300.1%
-693.0%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | -0.5% |
| 7D | -1.0% | +1.2% | -2.2% | -1.2% |
| 30D | -0.9% | +1.4% | -2.3% | -1.2% |
| 3M | +3.8% | +17.7% | -13.9% | +0.8% |
| 6M | -1.7% | +35.0% | -36.7% | -7.0% |
| YTD | +10.3% | +26.3% | -16.0% | +5.4% |
| 1Y | +7.8% | +22.8% | -15.0% | +3.4% |
| 3Y | +27.2% | +65.9% | -38.7% | +14.6% |
| 5Y | +32.5% | +85.4% | -52.8% | +16.1% |
| 10Y | +101.8% | +253.7% | -151.9% | +52.6% |
| All | +607.1% | +1,300.1% | -693.0% | +281.3% |
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