+87.8%
MET vs NTAP
+122.6%
-34.9%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.1% | -3.6% | -0.5% |
| 7D | 0.0% | -2.4% | +2.5% | +0.6% |
| 30D | +3.4% | -23.4% | +26.8% | +9.9% |
| 3M | +7.0% | -7.5% | +14.5% | +7.8% |
| 6M | +34.6% | +56.4% | -21.7% | +14.3% |
| YTD | +34.0% | +73.6% | -39.7% | +9.1% |
| 1Y | +35.9% | +68.4% | -32.5% | +11.7% |
| 3Y | +85.5% | +150.6% | -65.1% | +24.3% |
| 5Y | +87.8% | +122.5% | -34.7% | +26.1% |
| All | +87.8% | +122.6% | -34.9% | +26.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling