+247.6%
MET vs SW
+743.1%
-495.5%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.1% | -1.9% | +1.9% |
| 7D | +3.9% | +12.1% | -8.2% | +2.9% |
| 30D | +6.8% | +6.6% | +0.3% | +6.2% |
| 3M | +7.7% | -6.0% | +13.7% | +8.1% |
| 6M | +32.9% | +21.5% | +11.4% | +30.3% |
| YTD | +33.9% | +20.3% | +13.6% | +31.2% |
| 1Y | +33.0% | +28.1% | +4.9% | +29.6% |
| 3Y | +83.2% | +51.6% | +31.6% | +75.5% |
| 5Y | +88.2% | -0.1% | +88.4% | +82.1% |
| 10Y | +243.5% | +189.7% | +53.8% | +208.3% |
| All | +247.6% | +743.1% | -495.5% | +223.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling