+135.9%
XLU vs MET
+249.3%
-113.4%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.4% |
| 7D | -1.6% | -0.5% | -1.1% | -1.5% |
| 30D | -3.3% | +0.5% | -3.8% | -3.5% |
| 3M | -3.2% | +11.6% | -14.8% | -6.2% |
| 6M | -7.0% | +40.8% | -47.7% | -15.5% |
| YTD | +0.6% | +25.7% | -25.0% | -6.0% |
| 1Y | +2.4% | +24.4% | -21.9% | -4.2% |
| 3Y | +46.3% | +67.5% | -21.2% | +23.8% |
| 5Y | +44.0% | +85.8% | -41.8% | +16.5% |
| All | +135.9% | +249.3% | -113.4% | +52.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling