+67.0%
EWZ vs MET
+202.5%
-135.5%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.4% | +0.7% |
| 7D | +0.6% | 0.0% | +0.5% | +0.5% |
| 30D | -25.5% | +3.4% | -28.9% | -27.0% |
| 3M | -4.5% | +7.0% | -11.5% | -8.2% |
| 6M | -15.3% | +34.6% | -49.9% | -28.0% |
| YTD | +3.1% | +34.0% | -30.9% | -12.6% |
| 1Y | +1.2% | +35.9% | -34.7% | -15.0% |
| 3Y | +19.3% | +85.5% | -66.2% | -19.0% |
| 5Y | +52.3% | +87.8% | -35.5% | -0.5% |
| 10Y | +67.0% | +199.7% | -132.7% | -24.5% |
| All | +67.0% | +202.5% | -135.5% | -24.5% |
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