+65.2%
EFA vs MET
+85.6%
-20.4%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | -0.1% |
| 7D | +2.2% | +4.5% | -2.2% | +1.0% |
| 30D | +1.4% | +3.5% | -2.2% | +0.3% |
| 3M | -4.2% | +5.9% | -10.1% | -5.8% |
| 6M | +1.9% | +33.1% | -31.1% | -6.8% |
| YTD | +10.2% | +33.6% | -23.4% | +0.2% |
| 1Y | +12.8% | +32.7% | -19.9% | +2.7% |
| 3Y | +65.2% | +85.0% | -19.8% | +32.1% |
| All | +65.2% | +85.6% | -20.4% | +32.1% |
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 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