+472.1%
MET vs EXR
+3,114.4%
-2,642.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.6% | +2.9% | +3.1% |
| 7D | +1.3% | +2.7% | -1.4% | -0.2% |
| 30D | +4.0% | +18.9% | -14.9% | -6.1% |
| 3M | +4.6% | +8.4% | -3.8% | -0.4% |
| 6M | +32.8% | +14.3% | +18.5% | +22.3% |
| YTD | +32.3% | +27.2% | +5.0% | +13.7% |
| 1Y | +37.1% | +25.9% | +11.2% | +18.5% |
| 3Y | +86.8% | +54.6% | +32.2% | +35.5% |
| 5Y | +87.4% | -0.6% | +88.0% | +67.3% |
| 10Y | +209.9% | +208.5% | +1.4% | +19.7% |
| All | +472.1% | +3,114.4% | -2,642.3% | -61.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling