+665.2%
XLU vs MET
+1,288.1%
-622.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.1% | -1.2% |
| 7D | -1.2% | -2.5% | +1.3% | -0.7% |
| 30D | -2.5% | 0.0% | -2.5% | -2.6% |
| 3M | -2.7% | +13.1% | -15.8% | -5.2% |
| 6M | -7.5% | +39.0% | -46.4% | -13.6% |
| YTD | +0.9% | +25.2% | -24.3% | -3.9% |
| 1Y | +3.3% | +25.6% | -22.3% | -1.9% |
| 3Y | +47.3% | +67.1% | -19.8% | +31.1% |
| 5Y | +44.4% | +85.1% | -40.7% | +24.7% |
| 10Y | +140.8% | +245.5% | -104.7% | +77.0% |
| All | +665.2% | +1,288.1% | -622.9% | +261.8% |
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