+69.4%
ENB vs MTB
+103.4%
-34.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.6% |
| 7D | -0.3% | +1.1% | -1.4% | -0.5% |
| 30D | -1.1% | -4.6% | +3.5% | -0.1% |
| 3M | -8.5% | +6.3% | -14.7% | -9.7% |
| 6M | -4.5% | +15.6% | -20.1% | -7.5% |
| YTD | +9.1% | +20.6% | -11.5% | +4.4% |
| 1Y | +8.0% | +22.5% | -14.6% | +2.8% |
| 3Y | +77.8% | +114.4% | -36.6% | +44.0% |
| 5Y | +69.4% | +101.9% | -32.5% | +36.5% |
| All | +69.4% | +103.4% | -34.0% | +36.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling