+199.7%
MET vs ACM
+130.8%
+68.9%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.8% |
| 7D | 0.0% | +3.0% | -3.0% | -1.5% |
| 30D | +3.4% | +19.7% | -16.3% | -6.3% |
| 3M | +7.0% | +5.3% | +1.6% | +2.9% |
| 6M | +34.6% | -10.8% | +45.4% | +39.5% |
| YTD | +34.0% | -25.1% | +59.0% | +51.7% |
| 1Y | +35.9% | -45.8% | +81.7% | +85.2% |
| 3Y | +85.5% | -9.4% | +94.9% | +81.5% |
| 5Y | +87.8% | +4.8% | +83.0% | +65.2% |
| 10Y | +199.7% | +129.8% | +69.9% | +66.7% |
| All | +199.7% | +130.8% | +68.9% | +66.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling