+50.3%
EWZ vs MET
+227.5%
-177.2%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.5% | -1.5% | +0.2% |
| 7D | +1.4% | +1.3% | +0.1% | +0.7% |
| 30D | -25.1% | +4.0% | -29.1% | -26.9% |
| 3M | -7.7% | +4.6% | -12.3% | -10.2% |
| 6M | -15.8% | +32.8% | -48.7% | -27.9% |
| YTD | +3.6% | +32.3% | -28.7% | -11.5% |
| 1Y | +5.5% | +37.1% | -31.7% | -11.7% |
| 3Y | +22.1% | +86.8% | -64.7% | -17.1% |
| 5Y | +58.3% | +87.4% | -29.0% | +4.1% |
| 10Y | +50.3% | +209.9% | -159.6% | -25.4% |
| All | +50.3% | +227.5% | -177.2% | -25.4% |
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