+1,209.8%
MET vs EME
+16,314.8%
-15,105.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.7% | -3.4% | -2.5% |
| 7D | +1.2% | +1.9% | -0.7% | +0.2% |
| 30D | +1.4% | -8.3% | +9.7% | +5.6% |
| 3M | +17.7% | -10.7% | +28.4% | +20.9% |
| 6M | +35.0% | +1.9% | +33.1% | +27.9% |
| YTD | +26.3% | +23.5% | +2.8% | +6.8% |
| 1Y | +22.8% | +18.0% | +4.9% | +3.7% |
| 3Y | +65.9% | +236.1% | -170.2% | -27.8% |
| 5Y | +85.4% | +527.9% | -442.5% | -45.2% |
| 10Y | +253.7% | +1,252.8% | -999.1% | -34.6% |
| All | +1,209.8% | +16,314.8% | -15,105.0% | +16.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling