+65.0%
MET vs XYL
+16.4%
+48.6%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +0.7% |
| 7D | -0.8% | +0.8% | -1.6% | -1.2% |
| 30D | -1.4% | -10.8% | +9.5% | +3.8% |
| 3M | +12.5% | -2.5% | +15.1% | +13.0% |
| 6M | +37.1% | -12.2% | +49.3% | +44.4% |
| YTD | +23.8% | -20.1% | +43.9% | +36.0% |
| 1Y | +24.1% | -20.6% | +44.8% | +36.7% |
| All | +65.0% | +16.4% | +48.6% | +44.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling