+86.4%
MET vs SW
-2.3%
+88.7%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.3% | -2.9% | -1.8% |
| 7D | +1.2% | -5.1% | +6.2% | +1.9% |
| 30D | +1.4% | -4.6% | +6.0% | +2.0% |
| 3M | +17.7% | +9.4% | +8.3% | +15.8% |
| 6M | +35.0% | +3.5% | +31.5% | +33.4% |
| YTD | +26.3% | +22.0% | +4.2% | +21.9% |
| 1Y | +22.8% | +2.2% | +20.6% | +21.0% |
| 3Y | +65.9% | +19.6% | +46.3% | +59.3% |
| All | +86.4% | -2.3% | +88.7% | +75.3% |
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