+78.8%
MET vs ACGL
+31.5%
+47.3%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.0% | +1.5% | -0.1% |
| 7D | -1.2% | +0.9% | -2.0% | -1.6% |
| 30D | +3.2% | +13.7% | -10.5% | -3.0% |
| 3M | -1.1% | +8.0% | -9.1% | -4.8% |
| 6M | +25.0% | +13.3% | +11.7% | +17.4% |
| YTD | +27.9% | +11.8% | +16.0% | +20.2% |
| 1Y | +32.9% | +22.2% | +10.6% | +19.2% |
| 3Y | +78.8% | +32.5% | +46.3% | +64.2% |
| All | +78.8% | +31.5% | +47.3% | +64.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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