+64.9%
MET vs EMB
+30.2%
+34.7%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.1% | -2.1% | -2.0% |
| 7D | +1.1% | +0.3% | +0.9% | +0.8% |
| 30D | -2.3% | -0.5% | -1.8% | -1.8% |
| 3M | +13.9% | +0.3% | +13.6% | +13.4% |
| 6M | +34.8% | +1.2% | +33.6% | +32.9% |
| YTD | +23.5% | +1.5% | +22.1% | +21.5% |
| 1Y | +23.4% | +4.8% | +18.6% | +17.2% |
| 3Y | +64.9% | +30.4% | +34.5% | +35.8% |
| All | +64.9% | +30.2% | +34.7% | +35.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling