+854.3%
EEM vs MET
+613.4%
+240.9%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.6% | +3.4% | +2.5% |
| 7D | +2.3% | +1.2% | +1.2% | +1.8% |
| 30D | +4.5% | +1.4% | +3.1% | +3.7% |
| 3M | -0.1% | +17.7% | -17.8% | -6.9% |
| 6M | +16.9% | +35.0% | -18.0% | +3.0% |
| YTD | +26.2% | +26.3% | -0.1% | +13.8% |
| 1Y | +40.5% | +22.8% | +17.7% | +27.6% |
| 3Y | +86.2% | +65.9% | +20.2% | +46.3% |
| 5Y | +45.5% | +85.4% | -39.9% | +7.0% |
| 10Y | +128.6% | +253.7% | -125.1% | +18.1% |
| All | +854.3% | +613.4% | +240.9% | +194.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling