+495.9%
MET vs XYL
+389.1%
+106.8%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | -0.4% |
| 7D | +2.1% | -6.0% | +8.1% | +5.9% |
| 30D | +1.8% | -8.3% | +10.1% | +5.7% |
| 3M | +6.0% | -22.6% | +28.6% | +21.4% |
| 6M | +31.1% | -15.0% | +46.2% | +41.0% |
| YTD | +32.6% | -30.2% | +62.7% | +59.1% |
| 1Y | +30.5% | -36.4% | +66.8% | +65.8% |
| 3Y | +83.6% | -0.9% | +84.4% | +73.2% |
| 5Y | +84.2% | -23.4% | +107.5% | +97.9% |
| 10Y | +196.6% | +100.9% | +95.7% | +70.7% |
| All | +495.9% | +389.1% | +106.8% | +107.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling