+1,181.4%
MET vs GWW
+3,620.2%
-2,438.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.7% | +0.5% | -0.5% |
| 7D | +1.1% | -1.5% | +2.7% | +2.1% |
| 30D | -2.3% | +1.1% | -3.4% | -3.1% |
| 3M | +13.9% | -1.0% | +14.9% | +13.8% |
| 6M | +34.8% | +16.3% | +18.5% | +21.3% |
| YTD | +23.5% | +28.5% | -5.0% | +3.7% |
| 1Y | +23.4% | +30.3% | -6.9% | +2.5% |
| 3Y | +64.9% | +91.6% | -26.7% | +5.1% |
| 5Y | +82.0% | +224.0% | -141.9% | -20.9% |
| 10Y | +244.4% | +551.3% | -307.0% | -13.1% |
| All | +1,181.4% | +3,620.2% | -2,438.8% | +32.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling