+82.7%
MET vs VNQ
+7.0%
+75.7%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.4% | -0.1% |
| 7D | -0.5% | -1.3% | +0.8% | +0.3% |
| 30D | +0.5% | -2.6% | +3.1% | +2.2% |
| 3M | +11.6% | -2.0% | +13.6% | +13.1% |
| 6M | +40.8% | +4.3% | +36.5% | +36.7% |
| YTD | +25.7% | +9.2% | +16.4% | +18.3% |
| 1Y | +24.4% | +5.6% | +18.8% | +19.7% |
| 3Y | +67.5% | +30.8% | +36.6% | +40.0% |
| All | +82.7% | +7.0% | +75.7% | +72.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling