+337.7%
SHW vs MET
+197.3%
+140.4%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.5% |
| 7D | +1.9% | +4.5% | -2.5% | +0.2% |
| 30D | +8.1% | +3.5% | +4.5% | +6.7% |
| 3M | -2.8% | +5.9% | -8.7% | -4.9% |
| 6M | +15.0% | +33.1% | -18.0% | +3.1% |
| YTD | +9.0% | +33.6% | -24.6% | -2.8% |
| 1Y | +4.5% | +32.7% | -28.2% | -6.6% |
| 3Y | +41.9% | +85.0% | -43.2% | +10.4% |
| 5Y | +10.7% | +85.6% | -74.9% | -15.0% |
| All | +337.7% | +197.3% | +140.4% | +144.8% |
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