+848.0%
XOM vs MET
+1,272.5%
-424.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.2% | +2.0% | +2.2% |
| 7D | 0.0% | -0.8% | +0.8% | +0.2% |
| 30D | +3.4% | -1.4% | +4.8% | +3.8% |
| 3M | +11.0% | +12.5% | -1.5% | +6.8% |
| 6M | +10.6% | +37.1% | -26.5% | -0.2% |
| YTD | +39.2% | +23.8% | +15.4% | +29.2% |
| 1Y | +52.7% | +24.1% | +28.6% | +41.3% |
| 3Y | +56.8% | +65.2% | -8.4% | +31.4% |
| 5Y | +261.8% | +82.3% | +179.5% | +192.7% |
| 10Y | +191.3% | +241.6% | -50.3% | +95.0% |
| All | +848.0% | +1,272.5% | -424.4% | +356.9% |
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