+243.8%
MET vs EQIX
+246.8%
-3.0%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -1.0% | 0.0% |
| 7D | -0.5% | +0.2% | -0.7% | -0.6% |
| 30D | +0.5% | -2.5% | +3.0% | +1.2% |
| 3M | +11.6% | 0.0% | +11.7% | +11.3% |
| 6M | +40.8% | +7.6% | +33.1% | +37.3% |
| YTD | +25.7% | +37.5% | -11.8% | +13.2% |
| 1Y | +24.4% | +32.9% | -8.5% | +13.1% |
| 3Y | +67.5% | +42.8% | +24.7% | +47.1% |
| 5Y | +85.8% | +35.8% | +50.0% | +62.0% |
| All | +243.8% | +246.8% | -3.0% | +150.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EQIX.
Daily Out/Under-Performance
Portfolio return minus EQIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQIX 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 EQIX 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