+70.0%
MET vs EXR
+24.9%
+45.1%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.4% | -1.3% |
| 7D | +1.2% | -2.6% | +3.7% | +1.9% |
| 30D | +1.4% | -7.2% | +8.6% | +3.6% |
| 3M | +17.7% | -3.5% | +21.2% | +18.9% |
| 6M | +35.0% | -5.3% | +40.3% | +36.8% |
| YTD | +26.3% | +9.4% | +16.9% | +23.1% |
| 1Y | +22.8% | +1.3% | +21.5% | +21.8% |
| All | +70.0% | +24.9% | +45.1% | +65.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling