+243.8%
MET vs EME
+1,362.1%
-1,118.3%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.3% | -3.9% | -1.5% |
| 7D | -0.5% | +3.5% | -4.0% | -2.1% |
| 30D | +0.5% | -6.3% | +6.8% | +3.1% |
| 3M | +11.6% | -3.8% | +15.4% | +10.9% |
| 6M | +40.8% | +8.5% | +32.3% | +30.3% |
| YTD | +25.7% | +27.8% | -2.1% | +6.1% |
| 1Y | +24.4% | +22.2% | +2.1% | +4.5% |
| 3Y | +67.5% | +253.5% | -186.0% | -30.3% |
| 5Y | +85.8% | +578.6% | -492.8% | -50.8% |
| All | +243.8% | +1,362.1% | -1,118.3% | -44.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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