+36.3%
MET vs SW
+26.8%
+9.6%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.7% |
| 7D | +1.8% | +2.2% | -0.4% | +1.4% |
| 30D | +4.8% | +7.4% | -2.6% | +3.4% |
| 3M | +6.2% | -5.9% | +12.1% | +7.2% |
| 6M | +33.8% | +9.0% | +24.8% | +30.1% |
| YTD | +33.3% | +18.1% | +15.2% | +25.0% |
| 1Y | +36.3% | +28.7% | +7.7% | +24.0% |
| All | +36.3% | +26.8% | +9.6% | +24.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling