+11,799.4%
ENB vs MKC
+3,376.8%
+8,422.6%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.7% |
| 7D | -0.2% | -5.9% | +5.7% | +0.8% |
| 30D | -2.2% | -0.9% | -1.4% | -2.1% |
| 3M | -10.5% | +12.7% | -23.2% | -12.5% |
| 6M | -5.1% | -19.3% | +14.2% | -2.0% |
| YTD | +9.0% | -22.2% | +31.1% | +13.0% |
| 1Y | +8.2% | -23.3% | +31.6% | +12.4% |
| 3Y | +67.8% | -30.0% | +97.8% | +75.8% |
| 5Y | +69.4% | -33.8% | +103.1% | +78.0% |
| 10Y | +117.5% | +24.4% | +93.1% | +106.5% |
| All | +11,799.4% | +3,376.8% | +8,422.6% | +8,677.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling