+139.9%
XLC vs MET
+174.1%
-34.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.7% |
| 7D | -1.4% | -0.8% | -0.7% | -1.2% |
| 30D | -0.9% | -1.4% | +0.5% | -0.4% |
| 3M | -0.3% | +12.5% | -12.8% | -4.9% |
| 6M | -5.2% | +37.1% | -42.3% | -16.2% |
| YTD | -5.3% | +23.8% | -29.1% | -13.3% |
| 1Y | -2.8% | +24.1% | -26.9% | -11.3% |
| 3Y | +71.2% | +65.2% | +6.0% | +37.8% |
| 5Y | +37.6% | +82.3% | -44.7% | +5.5% |
| All | +139.9% | +174.1% | -34.3% | +44.6% |
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