+263.6%
EMR vs MET
+248.0%
+15.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.1% | -2.4% | -2.0% |
| 7D | -1.2% | -2.5% | +1.2% | +0.2% |
| 30D | -9.4% | 0.0% | -9.4% | -9.5% |
| 3M | +8.6% | +13.1% | -4.5% | -0.1% |
| 6M | +6.7% | +39.0% | -32.3% | -13.8% |
| YTD | +13.1% | +25.2% | -12.1% | -2.8% |
| 1Y | +12.7% | +25.6% | -12.9% | -3.4% |
| 3Y | +58.1% | +67.1% | -9.0% | +11.9% |
| 5Y | +63.6% | +85.1% | -21.5% | +6.2% |
| All | +263.6% | +248.0% | +15.6% | +55.2% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling