+268.5%
EMR vs MET
+244.1%
+24.4%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.3% |
| 7D | +0.9% | -0.8% | +1.7% | +1.3% |
| 30D | -5.0% | -1.4% | -3.6% | -4.2% |
| 3M | +5.9% | +12.5% | -6.6% | -2.2% |
| 6M | +7.3% | +37.1% | -29.8% | -12.6% |
| YTD | +14.6% | +23.8% | -9.2% | -0.8% |
| 1Y | +15.6% | +24.1% | -8.5% | -0.2% |
| 3Y | +60.2% | +65.2% | -5.0% | +14.2% |
| 5Y | +65.8% | +82.3% | -16.4% | +8.6% |
| All | +268.5% | +244.1% | +24.4% | +58.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling