+142.5%
XLC vs MET
+179.7%
-37.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.4% | -0.6% |
| 7D | -0.8% | +1.2% | -2.0% | -1.3% |
| 30D | +1.0% | +1.4% | -0.4% | +0.4% |
| 3M | -0.7% | +17.7% | -18.4% | -6.8% |
| 6M | -5.1% | +35.0% | -40.1% | -15.7% |
| YTD | -4.3% | +26.3% | -30.6% | -13.0% |
| 1Y | -0.6% | +22.8% | -23.4% | -8.9% |
| 3Y | +72.7% | +65.9% | +6.8% | +38.8% |
| 5Y | +38.0% | +85.4% | -47.4% | +5.1% |
| All | +142.5% | +179.7% | -37.2% | +45.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling