+67.3%
MET vs ACWI
+76.1%
-8.8%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | +1.2% | +0.5% | +0.7% | +0.7% |
| 30D | +1.4% | +0.9% | +0.5% | +0.6% |
| 3M | +17.7% | +2.4% | +15.3% | +14.6% |
| 6M | +35.0% | +12.4% | +22.6% | +19.2% |
| YTD | +26.3% | +15.2% | +11.1% | +8.6% |
| 1Y | +22.8% | +22.7% | +0.1% | -1.5% |
| All | +67.3% | +76.1% | -8.8% | -4.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling