+30.5%
MET vs COR
-3.3%
+33.7%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -1.0% |
| 7D | +2.1% | +2.9% | -0.7% | +1.8% |
| 30D | +1.8% | +5.8% | -4.0% | +1.3% |
| 3M | +6.0% | +11.4% | -5.4% | +5.1% |
| 6M | +31.1% | +34.5% | -3.4% | +29.6% |
| YTD | +32.6% | +4.1% | +28.5% | +29.8% |
| 1Y | +30.5% | -3.1% | +33.6% | +27.9% |
| All | +30.5% | -3.3% | +33.7% | +27.9% |
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 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