+87.7%
EEM vs MET
+64.3%
+23.4%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.5% |
| 7D | +2.0% | -0.8% | +2.7% | +2.1% |
| 30D | +5.1% | -1.4% | +6.5% | +5.3% |
| 3M | +4.6% | +12.5% | -7.9% | +1.4% |
| 6M | +17.8% | +37.1% | -19.3% | +8.3% |
| YTD | +25.8% | +23.8% | +2.0% | +18.3% |
| 1Y | +36.4% | +24.1% | +12.3% | +27.9% |
| All | +87.7% | +64.3% | +23.4% | +57.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling