+64.0%
ENB vs MDY
+43.9%
+20.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.9% | -2.9% | -3.5% |
| 7D | -4.6% | -2.5% | -2.0% | -3.5% |
| 30D | -5.2% | -5.0% | -0.2% | -3.2% |
| 3M | -13.4% | +0.5% | -13.8% | -13.7% |
| 6M | -7.8% | +8.0% | -15.8% | -11.2% |
| YTD | +4.9% | +12.2% | -7.3% | -0.9% |
| 1Y | +3.2% | +14.0% | -10.7% | -3.3% |
| 3Y | +71.0% | +48.2% | +22.8% | +36.7% |
| 5Y | +64.0% | +46.1% | +17.9% | +27.7% |
| All | +64.0% | +43.9% | +20.0% | +27.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling