+180.2%
MET vs ACM
+230.8%
-50.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.4% |
| 7D | +1.2% | -3.7% | +4.9% | +3.5% |
| 30D | +1.4% | -11.1% | +12.5% | +7.5% |
| 3M | +17.7% | -8.0% | +25.7% | +21.4% |
| 6M | +35.0% | -29.7% | +64.6% | +61.8% |
| YTD | +26.3% | -29.4% | +55.7% | +49.4% |
| 1Y | +22.8% | -46.4% | +69.3% | +70.4% |
| 3Y | +65.9% | -22.3% | +88.3% | +79.7% |
| 5Y | +85.4% | +4.5% | +80.9% | +63.3% |
| 10Y | +253.7% | +127.6% | +126.1% | +78.1% |
| All | +180.2% | +230.8% | -50.6% | +3.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling