+719.1%
XLV vs MET
+1,288.1%
-569.0%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.7% | -0.8% |
| 7D | -4.4% | -2.5% | -1.9% | -3.8% |
| 30D | -1.4% | 0.0% | -1.4% | -1.4% |
| 3M | +8.9% | +13.1% | -4.2% | +5.8% |
| 6M | +9.1% | +39.0% | -29.9% | +1.1% |
| YTD | +7.9% | +25.2% | -17.3% | +2.2% |
| 1Y | +22.7% | +25.6% | -2.9% | +16.0% |
| 3Y | +31.9% | +67.1% | -35.2% | +15.7% |
| 5Y | +34.9% | +85.1% | -50.2% | +14.4% |
| 10Y | +173.9% | +245.5% | -71.6% | +94.9% |
| All | +719.1% | +1,288.1% | -569.0% | +274.1% |
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 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