+244.4%
MET vs IWD
+195.2%
+49.2%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.4% | -1.0% |
| 7D | +1.1% | -0.2% | +1.3% | +1.4% |
| 30D | -2.3% | -0.8% | -1.5% | -1.2% |
| 3M | +13.9% | +8.0% | +5.8% | +2.2% |
| 6M | +34.8% | +18.2% | +16.6% | +6.5% |
| YTD | +23.5% | +22.3% | +1.2% | -6.9% |
| 1Y | +23.4% | +28.9% | -5.5% | -13.6% |
| 3Y | +64.9% | +71.5% | -6.7% | -21.6% |
| 5Y | +82.0% | +73.6% | +8.4% | -15.0% |
| 10Y | +244.4% | +194.7% | +49.7% | -17.2% |
| All | +244.4% | +195.2% | +49.2% | -17.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 IWD 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