+1,282.6%
MET vs BWA
+1,561.2%
-278.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.9% | +2.7% | +1.8% |
| 7D | +1.8% | -2.4% | +4.2% | +2.9% |
| 30D | +4.8% | -17.7% | +22.5% | +15.7% |
| 3M | +6.2% | -27.0% | +33.2% | +24.0% |
| 6M | +33.8% | -17.3% | +51.1% | +43.2% |
| YTD | +33.3% | +12.9% | +20.4% | +16.5% |
| 1Y | +36.3% | +12.9% | +23.4% | +18.9% |
| 3Y | +84.6% | +62.1% | +22.5% | +26.1% |
| 5Y | +87.7% | +30.7% | +57.0% | +38.8% |
| 10Y | +198.0% | +89.2% | +108.8% | +63.8% |
| All | +1,282.6% | +1,561.2% | -278.6% | +145.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling