+88.5%
ENB vs MDY
+177.2%
-88.6%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.8% | -1.5% |
| 7D | -4.7% | -1.9% | -2.8% | -3.5% |
| 30D | -5.9% | -4.6% | -1.2% | -3.0% |
| 3M | -14.2% | -1.2% | -13.0% | -13.8% |
| 6M | -8.6% | +9.2% | -17.8% | -14.2% |
| YTD | +3.9% | +13.1% | -9.2% | -5.1% |
| 1Y | +1.8% | +13.0% | -11.2% | -7.2% |
| 3Y | +68.5% | +49.2% | +19.3% | +22.6% |
| 5Y | +62.4% | +47.2% | +15.2% | +16.7% |
| All | +88.5% | +177.2% | -88.6% | -20.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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