+220.2%
MET vs SW
+182.7%
+37.5%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.5% | -1.4% |
| 7D | -1.2% | +2.3% | -3.5% | -1.5% |
| 30D | +3.2% | +6.8% | -3.6% | +2.2% |
| 3M | -1.1% | -5.2% | +4.1% | -0.5% |
| 6M | +25.0% | +7.4% | +17.6% | +23.1% |
| YTD | +27.9% | +17.4% | +10.5% | +23.9% |
| 1Y | +32.9% | +27.1% | +5.8% | +27.3% |
| 3Y | +78.8% | +47.9% | +30.9% | +66.6% |
| 5Y | +79.6% | -2.6% | +82.1% | +70.3% |
| All | +220.2% | +182.7% | +37.5% | +161.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 SW 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