+64.6%
XLC vs MET
+86.1%
-21.5%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.6% |
| 7D | +3.5% | 0.0% | +3.4% | +3.4% |
| 30D | -2.6% | +3.4% | -5.9% | -3.7% |
| 3M | -2.1% | +7.0% | -9.0% | -4.4% |
| 6M | -5.5% | +34.6% | -40.1% | -14.9% |
| YTD | -6.9% | +34.0% | -40.9% | -16.4% |
| 1Y | -3.7% | +35.9% | -39.7% | -14.2% |
| All | +64.6% | +86.1% | -21.5% | +34.8% |
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