+255.0%
MET vs SWK
+2.4%
+252.6%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.9% | -2.5% | -2.0% |
| 7D | +1.2% | -0.4% | +1.6% | +1.3% |
| 30D | +1.4% | -5.7% | +7.1% | +4.0% |
| 3M | +17.7% | +24.1% | -6.4% | +5.0% |
| 6M | +35.0% | +24.7% | +10.3% | +19.0% |
| YTD | +26.3% | +33.9% | -7.7% | +6.9% |
| 1Y | +22.8% | +34.7% | -11.9% | +2.7% |
| 3Y | +65.9% | +15.3% | +50.7% | +41.5% |
| 5Y | +85.4% | -39.3% | +124.6% | +117.5% |
| All | +255.0% | +2.4% | +252.6% | +178.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 SWK 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