+86.8%
MET vs PCOR
+43.2%
+43.6%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.5% | +2.0% | +3.2% |
| 7D | +1.3% | +22.2% | -20.9% | -2.6% |
| 30D | +4.0% | +36.0% | -32.0% | -2.1% |
| 3M | +4.6% | +34.0% | -29.4% | -1.7% |
| 6M | +32.8% | +43.5% | -10.7% | +22.2% |
| YTD | +32.3% | +5.1% | +27.2% | +29.5% |
| 1Y | +37.1% | -3.9% | +41.1% | +37.3% |
| 3Y | +86.8% | +52.9% | +33.9% | +56.2% |
| All | +86.8% | +43.2% | +43.6% | +56.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling