+243.8%
MET vs ITW
+194.8%
+49.0%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | -0.5% |
| 7D | -0.5% | -0.7% | +0.2% | +0.1% |
| 30D | +0.5% | -8.3% | +8.8% | +7.5% |
| 3M | +11.6% | +6.0% | +5.6% | +5.9% |
| 6M | +40.8% | 0.0% | +40.8% | +39.2% |
| YTD | +25.7% | +10.2% | +15.4% | +14.2% |
| 1Y | +24.4% | +3.2% | +21.1% | +18.8% |
| 3Y | +67.5% | +21.0% | +46.5% | +40.1% |
| 5Y | +85.8% | +37.9% | +47.9% | +35.4% |
| All | +243.8% | +194.8% | +49.0% | +40.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 ITW 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