+1,285.4%
MET vs GAP
-23.9%
+1,309.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +1.0% |
| 7D | +4.5% | -1.9% | +6.4% | +5.1% |
| 30D | +3.5% | -7.1% | +10.6% | +5.7% |
| 3M | +5.9% | +4.1% | +1.8% | +3.7% |
| 6M | +33.1% | +1.9% | +31.1% | +29.6% |
| YTD | +33.6% | -15.2% | +48.8% | +36.3% |
| 1Y | +32.7% | -10.6% | +43.3% | +32.8% |
| 3Y | +85.0% | +74.6% | +10.5% | +32.9% |
| 5Y | +85.6% | +3.7% | +81.9% | +44.4% |
| 10Y | +198.8% | +2.4% | +196.4% | +91.1% |
| All | +1,285.4% | -23.9% | +1,309.4% | +569.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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