+192.9%
XOM vs MET
+249.3%
-56.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.3% |
| 7D | +4.1% | -0.5% | +4.6% | +4.3% |
| 30D | +4.6% | +0.5% | +4.1% | +4.1% |
| 3M | +14.0% | +11.6% | +2.4% | +7.3% |
| 6M | +11.0% | +40.8% | -29.8% | -8.0% |
| YTD | +40.7% | +25.7% | +15.0% | +23.1% |
| 1Y | +52.3% | +24.4% | +27.9% | +33.4% |
| 3Y | +60.5% | +67.5% | -7.0% | +15.8% |
| 5Y | +266.4% | +85.8% | +180.6% | +143.7% |
| All | +192.9% | +249.3% | -56.4% | +33.8% |
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 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