+82.3%
MET vs SW
-1.6%
+83.9%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.5% | -1.5% | -2.8% |
| 7D | -0.5% | +4.7% | -5.1% | -1.1% |
| 30D | +3.3% | +5.0% | -1.7% | +2.6% |
| 3M | +4.2% | -7.3% | +11.6% | +5.2% |
| 6M | +27.3% | +15.0% | +12.3% | +24.1% |
| YTD | +29.8% | +18.5% | +11.3% | +25.7% |
| 1Y | +30.2% | +27.1% | +3.1% | +24.9% |
| 3Y | +77.6% | +49.3% | +28.3% | +67.7% |
| 5Y | +82.3% | -1.6% | +83.9% | +67.3% |
| All | +82.3% | -1.6% | +83.9% | +67.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling