+243.8%
MET vs GWW
+570.2%
-326.4%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | 0.0% |
| 7D | -0.5% | -3.4% | +2.9% | +1.2% |
| 30D | +0.5% | -1.9% | +2.4% | +1.4% |
| 3M | +11.6% | -2.4% | +14.0% | +12.4% |
| 6M | +40.8% | +15.7% | +25.1% | +29.6% |
| YTD | +25.7% | +27.6% | -1.9% | +9.5% |
| 1Y | +24.4% | +27.2% | -2.8% | +8.3% |
| 3Y | +67.5% | +89.7% | -22.2% | +17.2% |
| 5Y | +85.8% | +223.9% | -138.1% | -5.4% |
| All | +243.8% | +570.2% | -326.4% | +29.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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