+238.7%
MET vs COR
+409.2%
-170.6%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.4% |
| 7D | -0.8% | -3.9% | +3.1% | +0.8% |
| 30D | -1.4% | -0.3% | -1.1% | -1.4% |
| 3M | +12.5% | +15.9% | -3.4% | +5.9% |
| 6M | +37.1% | -10.3% | +47.3% | +41.4% |
| YTD | +23.8% | -3.7% | +27.5% | +23.1% |
| 1Y | +24.1% | +9.1% | +15.1% | +16.3% |
| 3Y | +65.2% | +86.6% | -21.4% | +17.8% |
| 5Y | +82.3% | +180.9% | -98.7% | +5.4% |
| All | +238.7% | +409.2% | -170.6% | +55.7% |
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