+78.9%
MET vs ACGL
+159.2%
-80.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.0% | +1.5% | +0.1% |
| 7D | -1.2% | +0.9% | -2.0% | -1.7% |
| 30D | +3.2% | +13.7% | -10.5% | -3.7% |
| 3M | -1.1% | +8.0% | -9.1% | -5.2% |
| 6M | +25.0% | +13.3% | +11.7% | +16.5% |
| YTD | +27.9% | +11.8% | +16.0% | +19.3% |
| 1Y | +32.9% | +22.2% | +10.6% | +18.0% |
| 3Y | +78.8% | +32.5% | +46.3% | +50.0% |
| All | +78.9% | +159.2% | -80.3% | -7.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling