+33.0%
MET vs XYL
-30.7%
+63.7%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +5.0% | -2.8% | +1.2% |
| 7D | +3.9% | +14.5% | -10.7% | +1.1% |
| 30D | +6.8% | -1.3% | +8.2% | +6.5% |
| 3M | +7.7% | -17.0% | +24.6% | +12.0% |
| 6M | +32.9% | -11.3% | +44.2% | +35.5% |
| YTD | +33.9% | -25.0% | +58.9% | +39.6% |
| 1Y | +33.0% | -31.5% | +64.6% | +47.1% |
| All | +33.0% | -30.7% | +63.7% | +47.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 1y: compounded portfolio wealth divided by compounded XYL 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…
1y analysis · Full analysis span regression · 6 months rolling