+194.4%
MET vs ENTG
+757.2%
-562.8%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.8% | +4.6% | +1.6% |
| 7D | +4.5% | +15.2% | -10.7% | +0.8% |
| 30D | +3.5% | -3.6% | +7.2% | +3.2% |
| 3M | +5.9% | -10.0% | +15.9% | +6.6% |
| 6M | +33.1% | +1.8% | +31.3% | +25.0% |
| YTD | +33.6% | +75.5% | -41.9% | +5.3% |
| 1Y | +32.7% | +82.4% | -49.7% | +3.1% |
| 3Y | +85.0% | +58.5% | +26.5% | +38.6% |
| 5Y | +85.6% | +0.4% | +85.2% | +52.3% |
| All | +194.4% | +757.2% | -562.8% | +6.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ENTG.
Daily Out/Under-Performance
Portfolio return minus ENTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENTG 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 ENTG 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