+128.5%
EEM vs MET
+249.3%
-120.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.1% |
| 7D | -1.3% | -0.5% | -0.8% | -1.1% |
| 30D | +2.1% | +0.5% | +1.6% | +1.8% |
| 3M | +1.0% | +11.6% | -10.6% | -3.1% |
| 6M | +15.9% | +40.8% | -24.9% | +2.6% |
| YTD | +24.6% | +25.7% | -1.0% | +14.4% |
| 1Y | +32.3% | +24.4% | +7.9% | +21.5% |
| 3Y | +85.9% | +67.5% | +18.5% | +50.7% |
| 5Y | +45.4% | +85.8% | -40.5% | +11.6% |
| All | +128.5% | +249.3% | -120.8% | +31.6% |
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