+85.0%
MET vs UDR
+27.3%
+57.7%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | +0.3% |
| 7D | +4.5% | -0.4% | +4.8% | +4.7% |
| 30D | +3.5% | +7.8% | -4.2% | -0.3% |
| 3M | +5.9% | -2.8% | +8.7% | +7.3% |
| 6M | +33.1% | -1.4% | +34.5% | +33.5% |
| YTD | +33.6% | +3.4% | +30.2% | +30.3% |
| 1Y | +32.7% | +9.9% | +22.8% | +25.1% |
| 3Y | +85.0% | +28.5% | +56.5% | +71.4% |
| All | +85.0% | +27.3% | +57.7% | +71.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling