+25.6%
MET vs COR
+8.7%
+16.9%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.9% | +1.2% |
| 7D | -2.5% | -4.8% | +2.4% | -2.2% |
| 30D | 0.0% | -3.7% | +3.7% | +0.2% |
| 3M | +13.1% | +14.3% | -1.3% | +12.7% |
| 6M | +39.0% | -8.5% | +47.5% | +37.1% |
| YTD | +25.2% | -4.4% | +29.6% | +24.0% |
| 1Y | +25.6% | +9.1% | +16.5% | +22.4% |
| All | +25.6% | +8.7% | +16.9% | +22.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling