+85.7%
MET vs TW
+41.2%
+44.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | -0.1% | +0.6% |
| 7D | +4.5% | +3.9% | +0.5% | +3.7% |
| 30D | +3.5% | +19.9% | -16.4% | -0.2% |
| 3M | +5.9% | +25.9% | -20.0% | +1.0% |
| 6M | +33.1% | +21.1% | +11.9% | +27.5% |
| YTD | +33.6% | +23.9% | +9.7% | +26.7% |
| 1Y | +32.7% | +21.2% | +11.4% | +26.5% |
| 3Y | +85.0% | +44.8% | +40.3% | +68.6% |
| All | +85.7% | +41.2% | +44.5% | +62.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling