+243.8%
MET vs UDR
+47.2%
+196.6%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.4% | +0.4% |
| 7D | -0.5% | -3.5% | +3.0% | +1.5% |
| 30D | +0.5% | -5.3% | +5.8% | +3.6% |
| 3M | +11.6% | -9.5% | +21.1% | +17.9% |
| 6M | +40.8% | -0.7% | +41.4% | +40.4% |
| YTD | +25.7% | -1.2% | +26.8% | +25.5% |
| 1Y | +24.4% | -5.7% | +30.1% | +27.4% |
| 3Y | +67.5% | +3.7% | +63.7% | +60.5% |
| 5Y | +85.8% | -18.9% | +104.7% | +101.0% |
| All | +243.8% | +47.2% | +196.6% | +221.6% |
Cumulative growth
Daily Returns
Daily percentage return beside UDR.
Daily Out/Under-Performance
Portfolio return minus UDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UDR 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 UDR 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