+32.2%
EEM vs MET
+85.0%
-52.8%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.1% | -0.6% |
| 7D | +2.7% | +4.5% | -1.8% | +1.5% |
| 30D | -5.4% | +3.5% | -8.9% | -6.3% |
| 3M | -8.6% | +5.9% | -14.6% | -10.2% |
| 6M | -8.9% | +33.1% | -42.0% | -16.5% |
| YTD | +11.9% | +33.6% | -21.6% | +2.1% |
| 1Y | +13.1% | +32.7% | -19.6% | +3.3% |
| 3Y | +70.7% | +85.0% | -14.4% | +36.5% |
| All | +32.2% | +85.0% | -52.8% | +3.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling