+411.5%
MET vs VNQ
+382.8%
+28.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +2.0% | +1.9% |
| 7D | -2.5% | -2.6% | +0.2% | -0.2% |
| 30D | 0.0% | -2.3% | +2.3% | +2.0% |
| 3M | +13.1% | -2.8% | +15.9% | +15.8% |
| 6M | +39.0% | +2.5% | +36.5% | +35.8% |
| YTD | +25.2% | +8.4% | +16.7% | +16.4% |
| 1Y | +25.6% | +6.8% | +18.9% | +18.3% |
| 3Y | +67.1% | +29.9% | +37.2% | +31.1% |
| 5Y | +85.1% | +7.2% | +77.9% | +67.7% |
| 10Y | +245.5% | +62.5% | +182.9% | +114.8% |
| All | +411.5% | +382.8% | +28.7% | +42.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling