+1,209.8%
MET vs NTAP
+319.1%
+890.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.7% | -1.6% |
| 7D | +1.2% | -0.8% | +1.9% | +1.3% |
| 30D | +1.4% | -0.5% | +2.0% | +1.4% |
| 3M | +17.7% | +4.1% | +13.6% | +16.1% |
| 6M | +35.0% | +88.0% | -53.0% | +15.5% |
| YTD | +26.3% | +75.6% | -49.3% | +9.5% |
| 1Y | +22.8% | +58.9% | -36.1% | +8.7% |
| 3Y | +65.9% | +153.6% | -87.6% | +29.9% |
| 5Y | +85.4% | +127.6% | -42.3% | +47.5% |
| 10Y | +253.7% | +580.4% | -326.7% | +121.3% |
| All | +1,209.8% | +319.1% | +890.7% | +597.9% |
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