+17.8%
RDW vs MET
+38.1%
-20.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.1% | +0.4% | +1.6% |
| 7D | +4.8% | -2.5% | +7.3% | +5.0% |
| 30D | -19.5% | 0.0% | -19.5% | -19.6% |
| 3M | -26.9% | +13.1% | -40.0% | -29.1% |
| 6M | +17.8% | +39.0% | -21.2% | -6.0% |
| All | +17.8% | +38.1% | -20.4% | -6.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling