+243.8%
MET vs BWA
+156.8%
+87.0%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.5% | -1.1% | -0.3% |
| 7D | -0.5% | -1.3% | +0.8% | +0.1% |
| 30D | +0.5% | -2.9% | +3.4% | +1.6% |
| 3M | +11.6% | -10.7% | +22.3% | +16.5% |
| 6M | +40.8% | +26.5% | +14.3% | +22.7% |
| YTD | +25.7% | +49.1% | -23.4% | -1.4% |
| 1Y | +24.4% | +52.1% | -27.7% | -3.9% |
| 3Y | +67.5% | +72.6% | -5.1% | +16.6% |
| 5Y | +85.8% | +89.4% | -3.6% | +18.9% |
| All | +243.8% | +156.8% | +87.0% | +82.3% |
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