+58.1%
XLE vs MET
+75.0%
-16.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | +0.5% |
| 7D | -12.0% | -1.2% | -10.8% | -11.7% |
| 30D | -2.7% | +3.2% | -6.0% | -4.1% |
| 3M | +6.6% | -1.1% | +7.7% | +6.6% |
| 6M | +9.5% | +25.0% | -15.5% | +0.1% |
| YTD | +40.6% | +27.9% | +12.7% | +26.9% |
| 1Y | +43.6% | +32.9% | +10.7% | +27.1% |
| 3Y | +58.1% | +78.8% | -20.7% | +18.7% |
| All | +58.1% | +75.0% | -16.9% | +18.7% |
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