+67.5%
MET vs GWRE
+50.1%
+17.4%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.2% | +0.3% |
| 7D | -0.5% | -13.2% | +12.7% | +1.0% |
| 30D | +0.5% | -18.6% | +19.1% | +2.3% |
| 3M | +11.6% | +18.9% | -7.3% | +8.7% |
| 6M | +40.8% | -11.0% | +51.7% | +40.6% |
| YTD | +25.7% | -29.9% | +55.6% | +29.1% |
| 1Y | +24.4% | -44.3% | +68.7% | +32.2% |
| 3Y | +67.5% | +51.7% | +15.8% | +45.3% |
| All | +67.5% | +50.1% | +17.4% | +45.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 3y: compounded portfolio wealth divided by compounded GWRE 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…
3y analysis · Full analysis span regression · 6 months rolling