+769.4%
XLE vs MET
+1,317.8%
-548.4%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | +0.6% |
| 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% | +6.7% |
| 6M | +9.5% | +25.0% | -15.5% | -0.1% |
| YTD | +40.6% | +27.9% | +12.7% | +26.2% |
| 1Y | +43.6% | +32.9% | +10.7% | +26.9% |
| 3Y | +58.1% | +78.8% | -20.7% | +23.4% |
| 5Y | +152.2% | +79.6% | +72.6% | +95.2% |
| 10Y | +172.9% | +228.1% | -55.1% | +69.6% |
| All | +769.4% | +1,317.8% | -548.4% | +251.8% |
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