+8,010.7%
ENB vs MLM
+3,039.4%
+4,971.3%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -8.0% |
| YTD | +4.7% | -14.9% | +19.5% | +7.2% |
| 1Y | +7.5% | -13.1% | +20.6% | +9.6% |
| 3Y | +69.1% | +21.2% | +47.9% | +58.9% |
| 5Y | +50.4% | +32.0% | +18.4% | +37.0% |
| 10Y | +108.0% | +195.3% | -87.4% | +55.8% |
| All | +8,010.7% | +3,039.4% | +4,971.3% | +4,794.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling