+72.3%
XLC vs MET
+66.4%
+5.8%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.7% | +0.3% |
| 7D | +0.6% | +1.1% | -0.6% | +0.2% |
| 30D | +0.2% | -2.3% | +2.6% | +1.0% |
| 3M | +0.6% | +13.9% | -13.2% | -3.9% |
| 6M | -4.5% | +34.8% | -39.3% | -14.3% |
| YTD | -4.7% | +23.5% | -28.3% | -12.1% |
| 1Y | -1.7% | +23.4% | -25.1% | -9.4% |
| 3Y | +72.3% | +64.9% | +7.4% | +41.4% |
| All | +72.3% | +66.4% | +5.8% | +41.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling