+1,285.4%
MET vs NTAP
+310.5%
+974.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.5% | +3.3% | +1.3% |
| 7D | +4.5% | +7.2% | -2.7% | +2.9% |
| 30D | +3.5% | -18.4% | +21.9% | +7.8% |
| 3M | +5.9% | -11.3% | +17.3% | +7.8% |
| 6M | +33.1% | +53.8% | -20.7% | +18.4% |
| YTD | +33.6% | +72.0% | -38.4% | +15.4% |
| 1Y | +32.7% | +68.0% | -35.3% | +15.1% |
| 3Y | +85.0% | +149.5% | -64.4% | +44.3% |
| 5Y | +85.6% | +125.6% | -40.0% | +46.9% |
| 10Y | +198.8% | +583.1% | -384.3% | +85.5% |
| All | +1,285.4% | +310.5% | +974.9% | +635.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling