+49.5%
EWZ vs MET
+69.5%
-20.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | -0.2% |
| 7D | +6.5% | +1.2% | +5.3% | +6.1% |
| 30D | +4.8% | +1.4% | +3.4% | +4.3% |
| 3M | +9.9% | +17.7% | -7.8% | +4.5% |
| 6M | +1.9% | +35.0% | -33.0% | -7.0% |
| YTD | +20.3% | +26.3% | -6.0% | +11.6% |
| 1Y | +35.6% | +22.8% | +12.8% | +26.5% |
| All | +49.5% | +69.5% | -20.0% | +20.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling