+280.4%
SHW vs MET
+249.3%
+31.1%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.4% | +1.5% | +1.7% |
| 7D | -3.1% | -0.5% | -2.6% | -2.9% |
| 30D | -10.0% | +0.5% | -10.5% | -10.2% |
| 3M | +2.3% | +11.6% | -9.3% | -2.1% |
| 6M | +0.7% | +40.8% | -40.1% | -11.7% |
| YTD | +0.5% | +25.7% | -25.2% | -8.3% |
| 1Y | -11.5% | +24.4% | -35.8% | -19.1% |
| 3Y | +21.3% | +67.5% | -46.1% | -2.2% |
| 5Y | +12.5% | +85.8% | -73.3% | -13.9% |
| All | +280.4% | +249.3% | +31.1% | +99.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling