+64.0%
ENB vs MKC
-33.9%
+97.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.7% | -3.1% | -3.7% |
| 7D | -4.6% | -2.8% | -1.7% | -4.0% |
| 30D | -5.2% | -3.4% | -1.8% | -4.7% |
| 3M | -13.4% | +3.8% | -17.2% | -14.3% |
| 6M | -7.8% | -17.9% | +10.1% | -4.4% |
| YTD | +4.9% | -23.6% | +28.5% | +10.2% |
| 1Y | +3.2% | -23.1% | +26.3% | +8.2% |
| 3Y | +71.0% | -31.5% | +102.5% | +83.0% |
| 5Y | +64.0% | -33.1% | +97.1% | +76.7% |
| All | +64.0% | -33.9% | +97.9% | +76.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling