+88.5%
ENB vs MKTX
+5.0%
+83.5%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -0.9% |
| 7D | -4.7% | -0.2% | -4.4% | -4.6% |
| 30D | -5.9% | +0.7% | -6.6% | -6.0% |
| 3M | -14.2% | +40.8% | -55.0% | -19.4% |
| 6M | -8.6% | -8.0% | -0.6% | -7.8% |
| YTD | +3.9% | -8.7% | +12.6% | +4.8% |
| 1Y | +1.8% | -11.8% | +13.6% | +3.2% |
| 3Y | +68.5% | -24.0% | +92.5% | +71.7% |
| 5Y | +62.4% | -60.3% | +122.8% | +83.1% |
| All | +88.5% | +5.0% | +83.5% | +79.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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