+215.7%
IEFA vs MET
+382.1%
-166.5%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.2% | +1.6% | +0.2% |
| 7D | +1.2% | +1.1% | 0.0% | +0.7% |
| 30D | -0.6% | -2.3% | +1.7% | +0.2% |
| 3M | +6.2% | +13.9% | -7.7% | +0.9% |
| 6M | +11.2% | +34.8% | -23.6% | -0.9% |
| YTD | +14.2% | +23.5% | -9.4% | +4.8% |
| 1Y | +20.0% | +23.4% | -3.4% | +10.0% |
| 3Y | +68.8% | +64.9% | +3.9% | +36.0% |
| 5Y | +52.7% | +82.0% | -29.4% | +16.9% |
| 10Y | +144.2% | +244.4% | -100.1% | +35.9% |
| All | +215.7% | +382.1% | -166.5% | +55.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling