+85.0%
MET vs EMB
+29.8%
+55.3%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +1.0% |
| 7D | +4.5% | -0.9% | +5.4% | +5.5% |
| 30D | +3.5% | +0.4% | +3.2% | +3.2% |
| 3M | +5.9% | -3.1% | +9.1% | +9.6% |
| 6M | +33.1% | -2.1% | +35.1% | +35.9% |
| YTD | +33.6% | -1.1% | +34.7% | +34.9% |
| 1Y | +32.7% | -0.1% | +32.7% | +32.5% |
| 3Y | +85.0% | +29.6% | +55.5% | +56.9% |
| All | +85.0% | +29.8% | +55.3% | +56.9% |
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