+378.7%
MET vs GWRE
+736.4%
-357.7%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.5% | +2.7% | +1.5% |
| 7D | -2.5% | -30.9% | +28.5% | +5.2% |
| 30D | 0.0% | -20.7% | +20.7% | +4.3% |
| 3M | +13.1% | +20.2% | -7.1% | +6.6% |
| 6M | +39.0% | -11.9% | +50.8% | +38.4% |
| YTD | +25.2% | -30.3% | +55.5% | +31.0% |
| 1Y | +25.6% | -44.6% | +70.3% | +38.9% |
| 3Y | +67.1% | +48.8% | +18.3% | +38.0% |
| 5Y | +85.1% | +14.8% | +70.4% | +59.8% |
| 10Y | +245.5% | +128.1% | +117.4% | +138.1% |
| All | +378.7% | +736.4% | -357.7% | +181.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling