+37.8%
XLC vs MET
+82.8%
-45.0%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.7% | +0.4% |
| 7D | +0.6% | +1.1% | -0.6% | +0.1% |
| 30D | +0.2% | -2.3% | +2.6% | +1.1% |
| 3M | +0.6% | +13.9% | -13.2% | -4.5% |
| 6M | -4.5% | +34.8% | -39.3% | -15.4% |
| YTD | -4.7% | +23.5% | -28.3% | -12.9% |
| 1Y | -1.7% | +23.4% | -25.1% | -10.3% |
| 3Y | +72.3% | +64.9% | +7.4% | +36.2% |
| 5Y | +37.8% | +82.0% | -44.3% | +3.2% |
| All | +37.8% | +82.8% | -45.0% | +3.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling