+209.9%
MET vs ACWI
+226.8%
-16.9%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.6% | +0.8% | +0.4% |
| 7D | +1.3% | +0.3% | +1.0% | +0.9% |
| 30D | +4.0% | -2.8% | +6.8% | +7.5% |
| 3M | +4.6% | -3.2% | +7.8% | +8.4% |
| 6M | +32.8% | +1.3% | +31.5% | +29.3% |
| YTD | +32.3% | +11.2% | +21.1% | +14.7% |
| 1Y | +37.1% | +13.8% | +23.4% | +15.5% |
| 3Y | +86.8% | +76.2% | +10.6% | -9.1% |
| 5Y | +87.4% | +59.5% | +27.9% | +3.3% |
| 10Y | +209.9% | +222.2% | -12.3% | -25.5% |
| All | +209.9% | +226.8% | -16.9% | -25.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 10y: compounded portfolio wealth divided by compounded ACWI 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…
10y analysis · Full analysis span regression · 6 months rolling