+1,246.3%
MET vs SWK
+778.6%
+467.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.6% | -0.5% | -1.6% |
| 7D | -0.5% | +11.3% | -11.7% | -7.0% |
| 30D | +3.3% | +28.1% | -24.8% | -11.2% |
| 3M | +4.2% | +12.6% | -8.4% | -3.9% |
| 6M | +27.3% | +51.7% | -24.4% | -3.1% |
| YTD | +29.8% | +60.0% | -30.2% | -6.0% |
| 1Y | +30.2% | +72.7% | -42.4% | -10.3% |
| 3Y | +77.6% | +46.3% | +31.3% | +24.3% |
| 5Y | +82.3% | -24.6% | +106.9% | +79.4% |
| 10Y | +233.0% | +32.2% | +200.8% | +106.6% |
| All | +1,246.3% | +778.6% | +467.7% | +204.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling