+24.4%
MET vs TW
-14.2%
+38.6%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.4% |
| 7D | -0.5% | -4.5% | +4.0% | -0.3% |
| 30D | +0.5% | -2.3% | +2.8% | +0.6% |
| 3M | +11.6% | +2.6% | +9.0% | +11.6% |
| 6M | +40.8% | -17.5% | +58.3% | +42.2% |
| YTD | +25.7% | -5.3% | +31.0% | +26.5% |
| 1Y | +24.4% | -14.8% | +39.1% | +25.4% |
| All | +24.4% | -14.2% | +38.6% | +25.4% |
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