+46.3%
XLU vs MET
+66.8%
-20.5%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -5.6% |
| 6M | -7.0% | +40.8% | -47.7% | -14.0% |
| YTD | +0.6% | +25.7% | -25.0% | -4.7% |
| 1Y | +2.4% | +24.4% | -21.9% | -2.9% |
| 3Y | +46.3% | +67.5% | -21.2% | +18.7% |
| All | +46.3% | +66.8% | -20.5% | +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