+910.6%
EWY vs MET
+1,084.8%
-174.2%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.8% | -2.6% | -2.1% |
| 7D | +4.2% | +4.5% | -0.2% | +2.5% |
| 30D | -10.7% | +3.5% | -14.2% | -11.9% |
| 3M | -20.1% | +5.9% | -26.0% | -22.1% |
| 6M | -24.3% | +33.1% | -57.4% | -33.3% |
| YTD | +46.9% | +33.6% | +13.3% | +29.0% |
| 1Y | +55.2% | +32.7% | +22.5% | +36.5% |
| 3Y | +157.0% | +85.0% | +71.9% | +94.3% |
| 5Y | +98.9% | +85.6% | +13.3% | +47.7% |
| 10Y | +226.3% | +198.8% | +27.4% | +87.8% |
| All | +910.6% | +1,084.8% | -174.2% | +223.2% |
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 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