+82.0%
MET vs COR
+180.8%
-98.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.9% | -0.3% | -1.8% |
| 7D | +1.1% | -1.9% | +3.0% | +1.6% |
| 30D | -2.3% | +1.5% | -3.8% | -2.7% |
| 3M | +13.9% | +18.7% | -4.8% | +9.6% |
| 6M | +34.8% | -9.0% | +43.8% | +37.2% |
| YTD | +23.5% | -3.3% | +26.8% | +23.2% |
| 1Y | +23.4% | +9.8% | +13.6% | +17.8% |
| 3Y | +64.9% | +87.4% | -22.5% | +22.6% |
| 5Y | +82.0% | +180.5% | -98.5% | +5.5% |
| All | +82.0% | +180.8% | -98.8% | +5.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling