+1,181.4%
MET vs ITW
+1,461.5%
-280.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.6% | -1.7% |
| 7D | +1.1% | -0.4% | +1.6% | +1.5% |
| 30D | -2.3% | -9.4% | +7.1% | +6.0% |
| 3M | +13.9% | +7.1% | +6.8% | +6.8% |
| 6M | +34.8% | -1.9% | +36.7% | +35.3% |
| YTD | +23.5% | +10.4% | +13.1% | +11.7% |
| 1Y | +23.4% | +3.3% | +20.1% | +17.5% |
| 3Y | +64.9% | +21.0% | +43.9% | +37.0% |
| 5Y | +82.0% | +36.3% | +45.7% | +33.1% |
| 10Y | +244.4% | +185.8% | +58.6% | +32.6% |
| All | +1,181.4% | +1,461.5% | -280.2% | +39.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling