+1,209.8%
MET vs SWK
+635.7%
+574.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.9% | -2.5% | -2.1% |
| 7D | +1.2% | -0.4% | +1.6% | +1.4% |
| 30D | +1.4% | -5.7% | +7.1% | +4.7% |
| 3M | +17.7% | +24.1% | -6.4% | +1.9% |
| 6M | +35.0% | +24.7% | +10.3% | +15.0% |
| YTD | +26.3% | +33.9% | -7.7% | +2.4% |
| 1Y | +22.8% | +34.7% | -11.9% | -2.1% |
| 3Y | +65.9% | +15.3% | +50.7% | +34.3% |
| 5Y | +85.4% | -39.3% | +124.6% | +109.2% |
| 10Y | +253.7% | +2.5% | +251.2% | +158.5% |
| All | +1,209.8% | +635.7% | +574.1% | +231.3% |
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