+318.0%
CORZ vs MET
+58.8%
+259.2%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -0.6% |
| 7D | +26.4% | +2.1% | +24.2% | +24.7% |
| 30D | -6.8% | +1.8% | -8.6% | -7.9% |
| 3M | -31.1% | +6.0% | -37.1% | -34.0% |
| 6M | -36.9% | +31.1% | -68.0% | -49.6% |
| YTD | -1.2% | +32.6% | -33.8% | -22.3% |
| 1Y | -12.5% | +30.5% | -43.0% | -30.4% |
| All | +318.0% | +58.8% | +259.2% | +171.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MET.
Daily Out/Under-Performance
Portfolio return minus MET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MET 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 MET 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