+1,209.8%
MET vs UDR
+1,276.8%
-67.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | +1.2% | -2.0% | +3.1% | +2.4% |
| 30D | +1.4% | -5.2% | +6.6% | +4.8% |
| 3M | +17.7% | -5.8% | +23.5% | +21.9% |
| 6M | +35.0% | -1.7% | +36.7% | +35.5% |
| YTD | +26.3% | +2.4% | +23.9% | +23.3% |
| 1Y | +22.8% | -2.1% | +24.9% | +23.0% |
| 3Y | +65.9% | +4.2% | +61.7% | +57.2% |
| 5Y | +85.4% | -20.0% | +105.4% | +101.8% |
| 10Y | +253.7% | +44.6% | +209.1% | +150.2% |
| All | +1,209.8% | +1,276.8% | -67.0% | +205.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling