+192.2%
MET vs BWA
+94.6%
+97.5%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.8% |
| 7D | +2.1% | +7.3% | -5.2% | -1.1% |
| 30D | +1.8% | -15.8% | +17.6% | +9.7% |
| 3M | +6.0% | -25.7% | +31.8% | +20.1% |
| 6M | +31.1% | -19.6% | +50.7% | +40.7% |
| YTD | +32.6% | +14.1% | +18.5% | +16.3% |
| 1Y | +30.5% | +12.2% | +18.3% | +15.3% |
| 3Y | +83.6% | +63.8% | +19.7% | +28.0% |
| 5Y | +84.2% | +28.7% | +55.5% | +41.0% |
| All | +192.2% | +94.6% | +97.5% | +66.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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