+242.5%
MET vs XYL
+149.5%
+93.0%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.2% | +1.8% |
| 7D | -2.5% | -1.2% | -1.2% | -1.8% |
| 30D | 0.0% | -13.2% | +13.2% | +8.9% |
| 3M | +13.1% | -0.2% | +13.2% | +12.2% |
| 6M | +39.0% | -12.5% | +51.5% | +49.1% |
| YTD | +25.2% | -20.9% | +46.1% | +42.2% |
| 1Y | +25.6% | -21.6% | +47.2% | +43.3% |
| 3Y | +67.1% | +16.1% | +50.9% | +43.6% |
| 5Y | +85.1% | -15.6% | +100.7% | +91.6% |
| All | +242.5% | +149.5% | +93.0% | +71.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling