+79.0%
ENB vs MTB
+118.5%
-39.5%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +0.9% |
| 7D | -0.5% | +2.8% | -3.2% | -0.8% |
| 30D | -0.2% | -4.2% | +4.0% | +0.4% |
| 3M | -7.5% | +7.8% | -15.3% | -8.5% |
| 6M | -4.1% | +14.8% | -19.0% | -6.0% |
| YTD | +9.8% | +20.8% | -11.0% | +6.5% |
| 1Y | +8.7% | +23.1% | -14.4% | +5.0% |
| 3Y | +79.0% | +114.8% | -35.8% | +46.3% |
| All | +79.0% | +118.5% | -39.5% | +46.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 3y: compounded portfolio wealth divided by compounded MTB 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…
3y analysis · Full analysis span regression · 6 months rolling