+87.4%
MET vs SWK
-23.3%
+110.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.8% | +0.6% | +2.6% |
| 7D | +1.3% | +10.7% | -9.4% | -1.9% |
| 30D | +4.0% | +33.3% | -29.3% | -5.0% |
| 3M | +4.6% | +14.7% | -10.1% | -0.1% |
| 6M | +32.8% | +48.5% | -15.7% | +16.1% |
| YTD | +32.3% | +63.9% | -31.6% | +11.1% |
| 1Y | +37.1% | +80.4% | -43.3% | +11.3% |
| 3Y | +86.8% | +58.1% | +28.7% | +52.2% |
| 5Y | +87.4% | -24.5% | +111.9% | +93.8% |
| All | +87.4% | -23.3% | +110.6% | +93.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling