+258.7%
MET vs ACI
+34.0%
+224.7%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.2% | -1.4% | +0.5% |
| 7D | +1.8% | -0.6% | +2.4% | +1.8% |
| 30D | +4.8% | +9.5% | -4.8% | +3.6% |
| 3M | +6.2% | +10.1% | -3.9% | +4.9% |
| 6M | +33.8% | -15.4% | +49.2% | +35.5% |
| YTD | +33.3% | -19.5% | +52.8% | +35.4% |
| 1Y | +36.3% | -21.0% | +57.3% | +38.8% |
| 3Y | +84.6% | -31.2% | +115.8% | +90.1% |
| 5Y | +87.7% | -40.6% | +128.2% | +93.7% |
| All | +258.7% | +34.0% | +224.7% | +261.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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