+87.3%
MET vs PCOR
-9.2%
+96.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.0% | +0.8% |
| 7D | +1.8% | +20.7% | -19.0% | -1.2% |
| 30D | +4.8% | +35.7% | -30.9% | -0.1% |
| 3M | +6.2% | +31.1% | -24.9% | +1.5% |
| 6M | +33.8% | +43.1% | -9.3% | +25.4% |
| YTD | +33.3% | +4.8% | +28.5% | +30.1% |
| 1Y | +36.3% | -3.7% | +40.0% | +34.8% |
| 3Y | +84.6% | +46.5% | +38.0% | +69.3% |
| 5Y | +87.7% | -17.3% | +104.9% | +73.0% |
| All | +87.3% | -9.2% | +96.5% | +74.3% |
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