+706.7%
ETN vs MET
+249.3%
+457.4%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.4% | +3.6% | +3.7% |
| 7D | +3.5% | -0.5% | +4.0% | +3.8% |
| 30D | -7.5% | +0.5% | -8.0% | -8.0% |
| 3M | +8.3% | +11.6% | -3.3% | +0.4% |
| 6M | +20.2% | +40.8% | -20.6% | -3.7% |
| YTD | +34.7% | +25.7% | +9.0% | +15.2% |
| 1Y | +19.4% | +24.4% | -4.9% | +2.4% |
| 3Y | +85.5% | +67.5% | +18.0% | +29.4% |
| 5Y | +186.6% | +85.8% | +100.8% | +83.3% |
| All | +706.7% | +249.3% | +457.4% | +213.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MET.
Daily Out/Under-Performance
Portfolio return minus MET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MET 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 MET 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