+50.4%
IEFA vs MET
+83.9%
-33.4%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +0.9% |
| 7D | -1.6% | -0.5% | -1.1% | -1.4% |
| 30D | -1.5% | +0.5% | -2.0% | -1.7% |
| 3M | +3.4% | +11.6% | -8.2% | -0.8% |
| 6M | +9.5% | +40.8% | -31.3% | -3.5% |
| YTD | +13.0% | +25.7% | -12.6% | +3.4% |
| 1Y | +18.0% | +24.4% | -6.4% | +8.1% |
| 3Y | +65.4% | +67.5% | -2.1% | +31.6% |
| All | +50.4% | +83.9% | -33.4% | +15.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling