+82.0%
MET vs BWA
+88.6%
-6.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.9% | -0.3% | -1.5% |
| 7D | +1.1% | +4.3% | -3.1% | -0.3% |
| 30D | -2.3% | -2.9% | +0.6% | -1.5% |
| 3M | +13.9% | -12.4% | +26.3% | +18.6% |
| 6M | +34.8% | +28.6% | +6.2% | +20.0% |
| YTD | +23.5% | +48.2% | -24.7% | +1.5% |
| 1Y | +23.4% | +50.9% | -27.5% | +0.2% |
| 3Y | +64.9% | +72.2% | -7.3% | +22.1% |
| 5Y | +82.0% | +91.1% | -9.0% | +22.2% |
| All | +82.0% | +88.6% | -6.6% | +22.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling