+30.5%
MET vs SWK
+73.5%
-43.0%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.2% | +1.2% | -0.6% |
| 7D | +2.1% | -2.0% | +4.1% | +2.5% |
| 30D | +1.8% | +24.6% | -22.8% | -2.2% |
| 3M | +6.0% | +10.8% | -4.8% | +3.9% |
| 6M | +31.1% | +46.1% | -15.0% | +20.4% |
| YTD | +32.6% | +56.8% | -24.3% | +18.4% |
| 1Y | +30.5% | +72.7% | -42.3% | +11.7% |
| All | +30.5% | +73.5% | -43.0% | +11.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling