+1,244.2%
EWY vs MET
+995.8%
+248.4%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.2% | +2.7% | +1.4% |
| 7D | +8.0% | +1.1% | +6.9% | +7.5% |
| 30D | +14.3% | -2.3% | +16.7% | +15.2% |
| 3M | +2.3% | +13.9% | -11.6% | -3.7% |
| 6M | +49.9% | +34.8% | +15.1% | +31.9% |
| YTD | +95.3% | +23.5% | +71.8% | +77.2% |
| 1Y | +161.7% | +23.4% | +138.3% | +136.7% |
| 3Y | +230.2% | +64.9% | +165.3% | +161.5% |
| 5Y | +148.1% | +82.0% | +66.1% | +85.7% |
| 10Y | +293.2% | +244.4% | +48.8% | +113.5% |
| All | +1,244.2% | +995.8% | +248.4% | +344.0% |
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