+221.5%
MET vs ACWI
+330.0%
-108.4%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.4% | -1.4% |
| 7D | -1.2% | -2.4% | +1.2% | +2.2% |
| 30D | +3.2% | -5.2% | +8.4% | +11.2% |
| 3M | -1.1% | -4.8% | +3.7% | +5.8% |
| 6M | +25.0% | -1.3% | +26.3% | +25.5% |
| YTD | +27.9% | +8.4% | +19.5% | +11.4% |
| 1Y | +32.9% | +11.0% | +21.8% | +11.6% |
| 3Y | +78.8% | +70.6% | +8.2% | -21.6% |
| 5Y | +79.6% | +55.3% | +24.3% | -11.8% |
| 10Y | +228.1% | +223.2% | +4.9% | -48.0% |
| All | +221.5% | +330.0% | -108.4% | -69.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling