+192.2%
MET vs COR
+469.4%
-277.2%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -1.0% |
| 7D | +2.1% | +2.9% | -0.7% | +1.0% |
| 30D | +1.8% | +5.8% | -4.0% | -0.5% |
| 3M | +6.0% | +11.4% | -5.4% | +1.4% |
| 6M | +31.1% | +34.5% | -3.4% | +15.9% |
| YTD | +32.6% | +4.1% | +28.5% | +27.6% |
| 1Y | +30.5% | -3.1% | +33.6% | +29.5% |
| 3Y | +83.6% | +80.9% | +2.7% | +32.2% |
| 5Y | +84.2% | +195.1% | -111.0% | +2.2% |
| All | +192.2% | +469.4% | -277.2% | +24.9% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR 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 COR 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