+86.8%
MET vs ENB
+53.3%
+33.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.4% |
| 7D | +1.8% | -2.4% | +4.2% | +3.0% |
| 30D | +4.8% | +2.5% | +2.3% | +3.5% |
| 3M | +6.2% | -5.8% | +12.0% | +9.1% |
| 6M | +33.8% | -8.5% | +42.3% | +39.2% |
| YTD | +33.3% | +3.9% | +29.4% | +28.8% |
| 1Y | +36.3% | +3.7% | +32.6% | +31.7% |
| 3Y | +84.6% | +70.1% | +14.5% | +31.2% |
| All | +86.8% | +53.3% | +33.5% | +38.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling