+1.8%
ENB vs MKC
-23.2%
+25.0%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.4% | -1.0% |
| 7D | -4.7% | -1.5% | -3.2% | -4.5% |
| 30D | -5.9% | -3.1% | -2.8% | -5.7% |
| 3M | -14.2% | +5.2% | -19.4% | -14.9% |
| 6M | -8.6% | -12.8% | +4.2% | -7.3% |
| YTD | +3.9% | -23.3% | +27.2% | +6.8% |
| 1Y | +1.8% | -24.1% | +25.9% | +4.3% |
| All | +1.8% | -23.2% | +25.0% | +4.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling