+24.1%
MET vs ACM
-48.7%
+72.8%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.1% | +3.3% | +0.6% |
| 7D | -0.8% | -3.7% | +2.9% | -0.2% |
| 30D | -1.4% | -12.7% | +11.3% | +0.6% |
| 3M | +12.5% | -9.8% | +22.3% | +14.0% |
| 6M | +37.1% | -31.4% | +68.5% | +46.9% |
| YTD | +23.8% | -32.1% | +55.9% | +32.8% |
| 1Y | +24.1% | -47.8% | +71.9% | +41.0% |
| All | +24.1% | -48.7% | +72.8% | +41.0% |
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