+1,209.8%
MET vs TAP
+199.3%
+1,010.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.5% |
| 7D | +1.2% | -2.3% | +3.5% | +2.2% |
| 30D | +1.4% | -2.1% | +3.6% | +2.2% |
| 3M | +17.7% | +6.6% | +11.1% | +13.6% |
| 6M | +35.0% | -11.5% | +46.5% | +41.4% |
| YTD | +26.3% | -10.3% | +36.5% | +30.6% |
| 1Y | +22.8% | -14.4% | +37.2% | +29.1% |
| 3Y | +65.9% | -28.3% | +94.2% | +85.5% |
| 5Y | +85.4% | +1.7% | +83.7% | +69.9% |
| 10Y | +253.7% | -49.2% | +302.9% | +320.5% |
| All | +1,209.8% | +199.3% | +1,010.5% | +637.8% |
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