+86.4%
MET vs TAP
+2.2%
+84.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.6% |
| 7D | +1.2% | -2.3% | +3.5% | +1.9% |
| 30D | +1.4% | -2.1% | +3.6% | +2.0% |
| 3M | +17.7% | +6.6% | +11.1% | +15.1% |
| 6M | +35.0% | -11.5% | +46.5% | +39.4% |
| YTD | +26.3% | -10.3% | +36.5% | +29.2% |
| 1Y | +22.8% | -14.4% | +37.2% | +27.3% |
| 3Y | +65.9% | -28.3% | +94.2% | +80.2% |
| All | +86.4% | +2.2% | +84.2% | +60.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling