+66.8%
MET vs EWJ
+69.3%
-2.4%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.7% | +1.4% |
| 7D | -2.5% | -1.5% | -1.0% | -1.7% |
| 30D | 0.0% | +0.2% | -0.2% | -0.1% |
| 3M | +13.1% | +8.6% | +4.5% | +7.5% |
| 6M | +39.0% | +12.1% | +26.8% | +28.9% |
| YTD | +25.2% | +20.1% | +5.1% | +10.7% |
| 1Y | +25.6% | +25.2% | +0.5% | +8.0% |
| All | +66.8% | +69.3% | -2.4% | +16.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EWJ.
Daily Out/Under-Performance
Portfolio return minus EWJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWJ 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 EWJ 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