+446.1%
MET vs EXR
+2,662.2%
-2,216.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.4% | -0.9% |
| 7D | +1.2% | -2.6% | +3.7% | +2.7% |
| 30D | +1.4% | -7.2% | +8.6% | +5.9% |
| 3M | +17.7% | -3.5% | +21.2% | +20.0% |
| 6M | +35.0% | -5.3% | +40.3% | +38.7% |
| YTD | +26.3% | +9.4% | +16.9% | +18.8% |
| 1Y | +22.8% | +1.3% | +21.5% | +20.2% |
| 3Y | +65.9% | +22.4% | +43.5% | +37.6% |
| 5Y | +85.4% | -12.2% | +97.6% | +77.0% |
| 10Y | +253.7% | +148.6% | +105.1% | +54.9% |
| All | +446.1% | +2,662.2% | -2,216.2% | -59.6% |
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