+1,289.4%
MET vs TAP
+193.3%
+1,096.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.8% |
| 7D | 0.0% | -8.0% | +8.0% | +3.9% |
| 30D | +3.4% | +4.1% | -0.7% | +1.1% |
| 3M | +7.0% | -4.4% | +11.3% | +8.4% |
| 6M | +34.6% | -1.9% | +36.6% | +34.3% |
| YTD | +34.0% | -12.1% | +46.0% | +39.1% |
| 1Y | +35.9% | -12.0% | +48.0% | +40.9% |
| 3Y | +85.5% | -25.0% | +110.5% | +102.3% |
| 5Y | +87.8% | -1.1% | +88.8% | +73.5% |
| 10Y | +199.7% | -47.6% | +247.3% | +250.6% |
| All | +1,289.4% | +193.3% | +1,096.0% | +685.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling