+239.8%
MET vs ACI
+25.9%
+213.9%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.3% | -1.6% |
| 7D | +1.2% | +0.2% | +1.0% | +1.1% |
| 30D | +1.4% | +5.9% | -4.5% | +0.8% |
| 3M | +17.7% | -19.8% | +37.5% | +20.2% |
| 6M | +35.0% | -24.7% | +59.7% | +38.6% |
| YTD | +26.3% | -24.4% | +50.7% | +29.4% |
| 1Y | +22.8% | -31.5% | +54.3% | +27.2% |
| 3Y | +65.9% | -38.7% | +104.6% | +73.4% |
| 5Y | +85.4% | -42.8% | +128.2% | +92.4% |
| All | +239.8% | +25.9% | +213.9% | +245.6% |
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