+24.4%
MET vs VTR
+33.3%
-8.9%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.4% |
| 7D | -0.5% | -0.3% | -0.2% | -0.5% |
| 30D | +0.5% | +1.1% | -0.6% | +0.4% |
| 3M | +11.6% | +7.9% | +3.7% | +10.6% |
| 6M | +40.8% | +6.2% | +34.6% | +39.2% |
| YTD | +25.7% | +17.7% | +7.9% | +25.1% |
| 1Y | +24.4% | +32.9% | -8.5% | +20.9% |
| All | +24.4% | +33.3% | -8.9% | +20.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 VTR 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