+798.5%
XLE vs MET
+1,300.1%
-501.6%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.8% | -0.2% |
| 7D | +2.2% | +1.2% | +1.1% | +1.7% |
| 30D | +11.8% | +1.4% | +10.4% | +11.0% |
| 3M | +9.8% | +17.7% | -7.9% | +2.8% |
| 6M | +15.6% | +35.0% | -19.4% | +2.2% |
| YTD | +45.3% | +26.3% | +19.0% | +31.4% |
| 1Y | +48.3% | +22.8% | +25.5% | +35.2% |
| 3Y | +55.4% | +65.9% | -10.5% | +25.0% |
| 5Y | +216.1% | +85.4% | +130.7% | +142.3% |
| 10Y | +178.4% | +253.7% | -75.3% | +69.3% |
| All | +798.5% | +1,300.1% | -501.6% | +266.1% |
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