+53.8%
ENB vs MLM
+25.8%
+28.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -5.2% | +3.8% | -0.3% |
| 7D | -2.4% | -1.2% | -1.1% | -2.1% |
| 30D | +3.4% | +7.9% | -4.6% | +1.6% |
| 3M | -6.1% | -4.5% | -1.6% | -5.4% |
| 6M | -10.0% | -12.6% | +2.6% | -7.8% |
| YTD | +4.7% | -14.9% | +19.5% | +7.4% |
| 1Y | +7.5% | -13.1% | +20.6% | +9.7% |
| 3Y | +69.1% | +21.2% | +47.9% | +53.9% |
| All | +53.8% | +25.8% | +28.0% | +29.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling