+133.6%
XLC vs MET
+193.6%
-60.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | +0.1% | -0.6% |
| 7D | +3.1% | +2.1% | +1.0% | +2.3% |
| 30D | -4.2% | +1.8% | -6.0% | -4.9% |
| 3M | -2.1% | +6.0% | -8.1% | -4.4% |
| 6M | -6.6% | +31.1% | -37.7% | -16.0% |
| YTD | -7.8% | +32.6% | -40.4% | -17.8% |
| 1Y | -4.1% | +30.5% | -34.6% | -14.0% |
| 3Y | +62.6% | +83.6% | -20.9% | +25.7% |
| 5Y | +39.6% | +84.2% | -44.6% | +6.7% |
| All | +133.6% | +193.6% | -60.0% | +37.1% |
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