+85.1%
MET vs UDR
-20.3%
+105.4%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.9% | +1.5% |
| 7D | -2.5% | -3.4% | +0.9% | -0.9% |
| 30D | 0.0% | -5.4% | +5.4% | +2.6% |
| 3M | +13.1% | -10.0% | +23.0% | +18.6% |
| 6M | +39.0% | -2.5% | +41.5% | +40.0% |
| YTD | +25.2% | -1.1% | +26.3% | +25.1% |
| 1Y | +25.6% | -3.9% | +29.5% | +27.1% |
| 3Y | +67.1% | +3.4% | +63.6% | +63.7% |
| 5Y | +85.1% | -18.9% | +104.0% | +104.8% |
| All | +85.1% | -20.3% | +105.4% | +104.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling