+281.7%
CORZ vs MET
+59.7%
+222.0%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.8% | +2.5% | +2.7% |
| 7D | -7.8% | +1.8% | -9.6% | -8.8% |
| 30D | -14.8% | +4.8% | -19.6% | -17.5% |
| 3M | -32.5% | +6.2% | -38.7% | -35.4% |
| 6M | -42.7% | +33.8% | -76.5% | -55.0% |
| YTD | -9.8% | +33.3% | -43.1% | -29.4% |
| 1Y | -31.9% | +36.3% | -68.3% | -48.1% |
| All | +281.7% | +59.7% | +222.0% | +146.9% |
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