+78.8%
MET vs ACWI
+70.3%
+8.5%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.4% | -1.4% |
| 7D | -1.2% | -2.4% | +1.2% | +0.9% |
| 30D | +3.2% | -5.2% | +8.4% | +8.1% |
| 3M | -1.1% | -4.8% | +3.7% | +3.2% |
| 6M | +25.0% | -1.3% | +26.3% | +25.3% |
| YTD | +27.9% | +8.4% | +19.5% | +16.1% |
| 1Y | +32.9% | +11.0% | +21.8% | +17.6% |
| 3Y | +78.8% | +70.6% | +8.2% | +6.5% |
| All | +78.8% | +70.3% | +8.5% | +6.5% |
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 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