+241.6%
MET vs TAP
-51.4%
+292.9%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.6% |
| 7D | -0.8% | -5.1% | +4.3% | +1.5% |
| 30D | -1.4% | -8.4% | +7.1% | +2.3% |
| 3M | +12.5% | -3.9% | +16.4% | +13.9% |
| 6M | +37.1% | -14.4% | +51.5% | +45.4% |
| YTD | +23.8% | -14.7% | +38.5% | +30.7% |
| 1Y | +24.1% | -18.7% | +42.8% | +33.4% |
| 3Y | +65.2% | -32.6% | +97.8% | +89.7% |
| 5Y | +82.3% | -1.4% | +83.7% | +66.2% |
| 10Y | +241.6% | -50.4% | +292.0% | +207.1% |
| All | +241.6% | -51.4% | +292.9% | +207.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 10y: compounded portfolio wealth divided by compounded TAP 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…
10y analysis · Full analysis span regression · 6 months rolling