+88.2%
MET vs PCOR
-7.7%
+95.9%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.2% | +0.2% |
| 7D | 0.0% | +2.5% | -2.5% | -0.3% |
| 30D | +3.4% | +37.9% | -34.5% | -1.7% |
| 3M | +7.0% | +32.0% | -25.0% | +2.1% |
| 6M | +34.6% | +54.7% | -20.1% | +24.7% |
| YTD | +34.0% | +6.6% | +27.4% | +30.4% |
| 1Y | +35.9% | -1.7% | +37.6% | +34.0% |
| 3Y | +85.5% | +49.0% | +36.5% | +69.7% |
| 5Y | +87.8% | -12.5% | +100.3% | +72.3% |
| All | +88.2% | -7.7% | +95.9% | +74.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 PCOR 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