+33.0%
MET vs ACM
-46.6%
+79.6%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.9% | -0.7% | +1.8% |
| 7D | +3.9% | +9.5% | -5.7% | +2.5% |
| 30D | +6.8% | +14.7% | -7.9% | +4.7% |
| 3M | +7.7% | -9.5% | +17.2% | +9.0% |
| 6M | +32.9% | -18.0% | +51.0% | +37.3% |
| YTD | +33.9% | -27.3% | +61.2% | +41.6% |
| 1Y | +33.0% | -47.0% | +80.0% | +47.1% |
| All | +33.0% | -46.6% | +79.6% | +47.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 1y: compounded portfolio wealth divided by compounded ACM 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…
1y analysis · Full analysis span regression · 6 months rolling