+85.1%
MET vs EME
+540.8%
-455.7%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.9% | +1.3% |
| 7D | -2.5% | +0.9% | -3.4% | -2.7% |
| 30D | 0.0% | -8.4% | +8.4% | +2.0% |
| 3M | +13.1% | -3.6% | +16.7% | +12.7% |
| 6M | +39.0% | +3.6% | +35.4% | +34.6% |
| YTD | +25.2% | +22.5% | +2.7% | +14.3% |
| 1Y | +25.6% | +18.2% | +7.4% | +13.8% |
| 3Y | +67.1% | +238.4% | -171.3% | -8.0% |
| 5Y | +85.1% | +550.5% | -465.4% | -30.0% |
| All | +85.1% | +540.8% | -455.7% | -30.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling