+923.7%
XLY vs MET
+1,293.3%
-369.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.5% | +0.8% |
| 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% | -6.4% |
| 6M | -0.6% | +40.8% | -41.4% | -11.6% |
| YTD | -5.0% | +25.7% | -30.7% | -12.5% |
| 1Y | -4.1% | +24.4% | -28.5% | -11.5% |
| 3Y | +33.6% | +67.5% | -33.9% | +11.1% |
| 5Y | +28.7% | +85.8% | -57.1% | +2.8% |
| 10Y | +219.6% | +246.8% | -27.1% | +99.2% |
| All | +923.7% | +1,293.3% | -369.6% | +235.6% |
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 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