+196.4%
MET vs TW
+301.3%
-104.9%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | -0.1% | +0.6% |
| 7D | +4.5% | +3.9% | +0.5% | +3.5% |
| 30D | +3.5% | +19.9% | -16.4% | -1.1% |
| 3M | +5.9% | +25.9% | -20.0% | -0.2% |
| 6M | +33.1% | +21.1% | +11.9% | +26.1% |
| YTD | +33.6% | +23.9% | +9.7% | +25.0% |
| 1Y | +32.7% | +21.2% | +11.4% | +24.9% |
| 3Y | +85.0% | +44.8% | +40.3% | +63.7% |
| 5Y | +85.6% | +41.4% | +44.2% | +62.6% |
| All | +196.4% | +301.3% | -104.9% | +96.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling