+215.2%
XLY vs MET
+249.3%
-34.1%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.5% | +0.7% |
| 7D | -1.7% | -0.5% | -1.2% | -1.5% |
| 30D | -4.2% | +0.5% | -4.7% | -4.4% |
| 3M | -2.7% | +11.6% | -14.3% | -7.5% |
| 6M | -0.6% | +40.8% | -41.4% | -14.7% |
| YTD | -5.0% | +25.7% | -30.7% | -14.6% |
| 1Y | -4.1% | +24.4% | -28.5% | -13.6% |
| 3Y | +33.6% | +67.5% | -33.9% | +4.8% |
| 5Y | +28.7% | +85.8% | -57.1% | -4.1% |
| All | +215.2% | +249.3% | -34.1% | +72.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling