-6.1%
RDW vs MET
+83.9%
-90.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.4% | -2.7% | -2.6% |
| 7D | +0.9% | -0.5% | +1.3% | +1.1% |
| 30D | -21.3% | +0.5% | -21.8% | -21.9% |
| 3M | -37.9% | +11.6% | -49.5% | -45.1% |
| 6M | +12.3% | +40.8% | -28.5% | -21.0% |
| YTD | +39.7% | +25.7% | +14.1% | +9.5% |
| 1Y | +25.7% | +24.4% | +1.3% | -0.1% |
| 3Y | +230.8% | +67.5% | +163.4% | +117.7% |
| All | -6.1% | +83.9% | -90.0% | -39.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling