+88.5%
ENB vs MKC
+29.9%
+58.7%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.4% | -1.1% |
| 7D | -4.7% | -1.5% | -3.2% | -4.3% |
| 30D | -5.9% | -3.1% | -2.8% | -5.2% |
| 3M | -14.2% | +5.2% | -19.4% | -15.8% |
| 6M | -8.6% | -12.8% | +4.2% | -5.6% |
| YTD | +3.9% | -23.3% | +27.2% | +11.0% |
| 1Y | +1.8% | -24.1% | +25.9% | +8.9% |
| 3Y | +68.5% | -32.1% | +100.6% | +84.2% |
| 5Y | +62.4% | -32.8% | +95.2% | +74.9% |
| All | +88.5% | +29.9% | +58.7% | +65.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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