+928.0%
MET vs IWD
+726.5%
+201.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -0.6% |
| 7D | +1.2% | -0.3% | +1.4% | +1.6% |
| 30D | +1.4% | +0.6% | +0.8% | +0.5% |
| 3M | +17.7% | +7.2% | +10.5% | +5.9% |
| 6M | +35.0% | +16.2% | +18.8% | +7.7% |
| YTD | +26.3% | +23.3% | +2.9% | -7.8% |
| 1Y | +22.8% | +29.6% | -6.7% | -16.6% |
| 3Y | +65.9% | +70.5% | -4.5% | -24.4% |
| 5Y | +85.4% | +73.5% | +11.9% | -18.2% |
| 10Y | +253.7% | +198.3% | +55.4% | -26.9% |
| All | +928.0% | +726.5% | +201.4% | -32.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling