+199.7%
MET vs EXR
+217.4%
-17.7%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.4% |
| 7D | 0.0% | -1.1% | +1.2% | +0.4% |
| 30D | +3.4% | +18.8% | -15.4% | -2.5% |
| 3M | +7.0% | +9.9% | -2.9% | +3.5% |
| 6M | +34.6% | +12.6% | +22.0% | +29.1% |
| YTD | +34.0% | +26.5% | +7.5% | +23.2% |
| 1Y | +35.9% | +24.5% | +11.4% | +25.7% |
| 3Y | +85.5% | +52.4% | +33.1% | +55.5% |
| 5Y | +87.8% | -1.5% | +89.3% | +79.6% |
| 10Y | +199.7% | +216.0% | -16.3% | +110.1% |
| All | +199.7% | +217.4% | -17.7% | +110.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 EXR 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