+33.0%
MET vs TW
+20.8%
+12.2%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.0% | +1.2% | +2.1% |
| 7D | +3.9% | +6.0% | -2.1% | +3.5% |
| 30D | +6.8% | +18.6% | -11.7% | +5.7% |
| 3M | +7.7% | +26.5% | -18.9% | +6.2% |
| 6M | +32.9% | +13.1% | +19.8% | +31.7% |
| YTD | +33.9% | +18.5% | +15.3% | +33.7% |
| 1Y | +33.0% | +21.7% | +11.3% | +32.8% |
| All | +33.0% | +20.8% | +12.2% | +32.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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