+240.9%
MET vs ACM
+131.8%
+109.1%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.4% | -1.7% |
| 7D | +1.1% | -0.3% | +1.4% | +1.3% |
| 30D | -2.3% | -12.9% | +10.6% | +4.3% |
| 3M | +13.9% | -6.4% | +20.3% | +16.1% |
| 6M | +34.8% | -29.2% | +64.0% | +59.4% |
| YTD | +23.5% | -29.9% | +53.5% | +45.5% |
| 1Y | +23.4% | -47.3% | +70.7% | +70.1% |
| 3Y | +64.9% | -19.6% | +84.5% | +73.3% |
| 5Y | +82.0% | +5.5% | +76.5% | +58.8% |
| All | +240.9% | +131.8% | +109.1% | +82.8% |
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