+86.8%
MET vs ACM
-7.9%
+94.7%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +5.2% | -1.7% | +1.8% |
| 7D | +1.3% | +6.9% | -5.6% | -0.8% |
| 30D | +4.0% | +19.1% | -15.1% | -1.7% |
| 3M | +4.6% | -6.9% | +11.5% | +6.7% |
| 6M | +32.8% | -12.0% | +44.8% | +37.6% |
| YTD | +32.3% | -25.1% | +57.4% | +45.7% |
| 1Y | +37.1% | -45.4% | +82.6% | +75.8% |
| 3Y | +86.8% | -6.9% | +93.7% | +80.7% |
| All | +86.8% | -7.9% | +94.7% | +80.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling