+147.8%
XEL vs MET
+249.3%
-101.5%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | 0.0% |
| 7D | -0.3% | -0.5% | +0.2% | -0.2% |
| 30D | -3.9% | +0.5% | -4.4% | -4.1% |
| 3M | -2.8% | +11.6% | -14.4% | -5.1% |
| 6M | -5.4% | +40.8% | -46.2% | -12.1% |
| YTD | +3.8% | +25.7% | -21.9% | -1.5% |
| 1Y | +6.8% | +24.4% | -17.5% | +1.5% |
| 3Y | +45.6% | +67.5% | -21.9% | +28.2% |
| 5Y | +30.7% | +85.8% | -55.1% | +11.3% |
| All | +147.8% | +249.3% | -101.5% | +77.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MET.
Daily Out/Under-Performance
Portfolio return minus MET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MET 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 MET 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