+63.7%
IEFA vs MET
+66.1%
-2.4%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.1% | -2.1% | -1.2% |
| 7D | -2.4% | -2.5% | +0.1% | -1.7% |
| 30D | -2.1% | 0.0% | -2.1% | -2.2% |
| 3M | +5.5% | +13.1% | -7.5% | +1.4% |
| 6M | +8.1% | +39.0% | -30.9% | -2.7% |
| YTD | +11.9% | +25.2% | -13.3% | +3.7% |
| 1Y | +18.1% | +25.6% | -7.6% | +9.0% |
| All | +63.7% | +66.1% | -2.4% | +34.4% |
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 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