+46.0%
XOM vs MET
+24.0%
+22.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.6% | -0.1% | -1.7% |
| 7D | +1.8% | +1.2% | +0.6% | +1.8% |
| 30D | +5.9% | +1.4% | +4.4% | +5.9% |
| 3M | +5.6% | +17.7% | -12.1% | +6.2% |
| 6M | +7.9% | +35.0% | -27.1% | +9.6% |
| YTD | +35.2% | +26.3% | +8.9% | +38.3% |
| 1Y | +46.0% | +22.8% | +23.2% | +50.1% |
| All | +46.0% | +24.0% | +22.0% | +50.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling