+84.1%
EWZ vs MET
+247.1%
-163.0%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.2% | +4.2% | +3.1% |
| 7D | +5.6% | +1.1% | +4.4% | +4.9% |
| 30D | +9.3% | -2.3% | +11.6% | +10.4% |
| 3M | +15.7% | +13.9% | +1.8% | +7.8% |
| 6M | +7.4% | +34.8% | -27.4% | -8.2% |
| YTD | +22.7% | +23.5% | -0.9% | +9.0% |
| 1Y | +36.4% | +23.4% | +13.0% | +20.7% |
| 3Y | +50.4% | +64.9% | -14.5% | +9.9% |
| 5Y | +67.6% | +82.0% | -14.4% | +12.0% |
| 10Y | +84.1% | +244.4% | -160.3% | -20.0% |
| All | +84.1% | +247.1% | -163.0% | -20.0% |
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 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