+467.7%
MET vs XYL
+449.8%
+17.9%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.0% | +0.4% | -0.4% |
| 7D | +1.2% | -5.0% | +6.2% | +4.4% |
| 30D | +1.4% | -13.2% | +14.6% | +10.3% |
| 3M | +17.7% | -3.7% | +21.4% | +19.5% |
| 6M | +35.0% | -17.7% | +52.7% | +50.2% |
| YTD | +26.3% | -21.5% | +47.8% | +43.7% |
| 1Y | +22.8% | -24.5% | +47.3% | +43.0% |
| 3Y | +65.9% | +6.9% | +59.0% | +52.1% |
| 5Y | +85.4% | -18.1% | +103.4% | +94.7% |
| 10Y | +253.7% | +134.7% | +119.0% | +88.7% |
| All | +467.7% | +449.8% | +17.9% | +87.2% |
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 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