+241.6%
MET vs EMB
+29.7%
+211.9%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.4% |
| 7D | -0.8% | 0.0% | -0.8% | -0.8% |
| 30D | -1.4% | -0.3% | -1.1% | -1.1% |
| 3M | +12.5% | -0.3% | +12.8% | +12.8% |
| 6M | +37.1% | +0.7% | +36.3% | +36.0% |
| YTD | +23.8% | +1.3% | +22.5% | +22.2% |
| 1Y | +24.1% | +4.7% | +19.4% | +18.3% |
| 3Y | +65.2% | +30.1% | +35.1% | +25.7% |
| 5Y | +82.3% | +6.9% | +75.4% | +75.3% |
| 10Y | +241.6% | +30.7% | +210.8% | +211.7% |
| All | +241.6% | +29.7% | +211.9% | +211.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 EMB 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