+217.5%
MET vs ACWI
+356.8%
-139.3%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | +1.2% | +0.5% | +0.7% | +0.5% |
| 30D | +1.4% | +0.9% | +0.5% | +0.1% |
| 3M | +17.7% | +2.4% | +15.3% | +12.6% |
| 6M | +35.0% | +12.4% | +22.6% | +12.2% |
| YTD | +26.3% | +15.2% | +11.1% | +1.1% |
| 1Y | +22.8% | +22.7% | +0.1% | -10.7% |
| 3Y | +65.9% | +75.8% | -9.8% | -29.9% |
| 5Y | +85.4% | +67.7% | +17.6% | -18.3% |
| 10Y | +253.7% | +229.0% | +24.7% | -44.9% |
| All | +217.5% | +356.8% | -139.3% | -71.9% |
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