+24.4%
MET vs VNQ
+7.2%
+17.1%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.4% | -0.1% |
| 7D | -0.5% | -1.3% | +0.8% | +0.4% |
| 30D | +0.5% | -2.6% | +3.1% | +2.4% |
| 3M | +11.6% | -2.0% | +13.6% | +13.1% |
| 6M | +40.8% | +4.3% | +36.5% | +35.8% |
| YTD | +25.7% | +9.2% | +16.4% | +17.0% |
| 1Y | +24.4% | +5.6% | +18.8% | +17.0% |
| All | +24.4% | +7.2% | +17.1% | +17.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VNQ.
Daily Out/Under-Performance
Portfolio return minus VNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VNQ 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 1y: compounded portfolio wealth divided by compounded VNQ 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…
1y analysis · Full analysis span regression · 6 months rolling