+100.2%
ENB vs MLM
+149.0%
-48.8%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +0.9% |
| 7D | -2.4% | -2.9% | +0.5% | -1.6% |
| 30D | +2.5% | +10.4% | -7.9% | -0.8% |
| 3M | -5.8% | -3.7% | -2.1% | -5.0% |
| 6M | -8.5% | -10.3% | +1.8% | -6.3% |
| YTD | +3.9% | -14.8% | +18.7% | +7.6% |
| 1Y | +3.7% | -13.9% | +17.6% | +6.9% |
| 3Y | +70.1% | +18.4% | +51.7% | +53.9% |
| 5Y | +53.2% | +31.8% | +21.4% | +30.2% |
| 10Y | +100.2% | +143.4% | -43.2% | +23.4% |
| All | +100.2% | +149.0% | -48.8% | +23.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 MLM 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