+198.0%
MET vs EXR
+205.9%
-7.9%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.5% | +1.0% |
| 7D | +1.8% | +1.7% | 0.0% | +1.2% |
| 30D | +4.8% | +18.0% | -13.3% | -1.0% |
| 3M | +6.2% | +9.7% | -3.5% | +2.8% |
| 6M | +33.8% | +13.4% | +20.4% | +28.0% |
| YTD | +33.3% | +26.3% | +7.0% | +22.7% |
| 1Y | +36.3% | +27.6% | +8.8% | +25.0% |
| 3Y | +84.6% | +52.2% | +32.4% | +54.8% |
| 5Y | +87.7% | -1.1% | +88.7% | +79.2% |
| 10Y | +198.0% | +216.8% | -18.9% | +109.1% |
| All | +198.0% | +205.9% | -7.9% | +109.1% |
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