+33.0%
MET vs NTAP
+66.6%
-33.6%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.6% | +3.8% | +2.3% |
| 7D | +3.9% | -16.1% | +20.0% | +5.2% |
| 30D | +6.8% | -15.9% | +22.8% | +8.1% |
| 3M | +7.7% | -1.2% | +8.9% | +7.2% |
| 6M | +32.9% | +70.1% | -37.1% | +19.7% |
| YTD | +33.9% | +77.9% | -44.1% | +18.5% |
| 1Y | +33.0% | +68.1% | -35.1% | +19.6% |
| All | +33.0% | +66.6% | -33.6% | +19.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NTAP.
Daily Out/Under-Performance
Portfolio return minus NTAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTAP 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 NTAP 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