+32.7%
MET vs SWK
+74.4%
-41.7%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.5% | +0.7% |
| 7D | +4.5% | -1.4% | +5.8% | +4.7% |
| 30D | +3.5% | +25.5% | -21.9% | -0.7% |
| 3M | +5.9% | +11.8% | -5.8% | +3.7% |
| 6M | +33.1% | +48.7% | -15.6% | +21.6% |
| YTD | +33.6% | +57.2% | -23.6% | +19.4% |
| 1Y | +32.7% | +75.3% | -42.6% | +13.2% |
| All | +32.7% | +74.4% | -41.7% | +13.2% |
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