+43.6%
EWZ vs MET
+222.3%
-178.7%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.5% | +2.2% | +1.4% |
| 7D | -1.5% | -1.2% | -0.3% | -0.9% |
| 30D | -24.5% | +3.2% | -27.7% | -26.0% |
| 3M | -10.7% | -1.1% | -9.6% | -10.6% |
| 6M | -19.1% | +25.0% | -44.1% | -28.4% |
| YTD | +1.6% | +27.9% | -26.3% | -11.5% |
| 1Y | +4.3% | +32.9% | -28.6% | -11.1% |
| 3Y | +19.0% | +78.8% | -59.8% | -16.9% |
| 5Y | +57.7% | +79.6% | -21.9% | +6.5% |
| All | +43.6% | +222.3% | -178.7% | -24.6% |
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