+230.8%
RDW vs MET
+66.8%
+164.1%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.4% | -2.7% | -2.7% |
| 7D | +0.9% | -0.5% | +1.3% | +1.2% |
| 30D | -21.3% | +0.5% | -21.8% | -22.0% |
| 3M | -37.9% | +11.6% | -49.5% | -46.7% |
| 6M | +12.3% | +40.8% | -28.5% | -27.8% |
| YTD | +39.7% | +25.7% | +14.1% | +2.9% |
| 1Y | +25.7% | +24.4% | +1.3% | -5.9% |
| 3Y | +230.8% | +67.5% | +163.4% | +94.2% |
| All | +230.8% | +66.8% | +164.1% | +94.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MET.
Daily Out/Under-Performance
Portfolio return minus MET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MET 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 3y: compounded portfolio wealth divided by compounded MET 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…
3y analysis · Full analysis span regression · 6 months rolling