+242.5%
MET vs ENB
+94.4%
+148.1%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.8% | +5.0% | +3.4% |
| 7D | -2.5% | -4.6% | +2.1% | +0.1% |
| 30D | 0.0% | -5.2% | +5.2% | +3.0% |
| 3M | +13.1% | -13.4% | +26.5% | +22.5% |
| 6M | +39.0% | -7.8% | +46.8% | +44.9% |
| YTD | +25.2% | +4.9% | +20.3% | +20.1% |
| 1Y | +25.6% | +3.2% | +22.4% | +21.5% |
| 3Y | +67.1% | +71.0% | -3.9% | +17.0% |
| 5Y | +85.1% | +64.0% | +21.1% | +31.6% |
| All | +242.5% | +94.4% | +148.1% | +106.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ENB.
Daily Out/Under-Performance
Portfolio return minus ENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENB 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 ENB 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