+11,329.0%
ENB vs MTB
+7,592.0%
+3,737.0%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.5% |
| 7D | 0.0% | 0.0% | 0.0% | 0.0% |
| 30D | +1.4% | +0.8% | +0.5% | +1.2% |
| 3M | -5.2% | -12.8% | +7.6% | -2.5% |
| 6M | -9.9% | +6.7% | -16.6% | -11.4% |
| YTD | +4.7% | +11.3% | -6.7% | +1.7% |
| 1Y | +2.8% | +20.2% | -17.4% | -1.8% |
| 3Y | +71.3% | +103.8% | -32.4% | +43.6% |
| 5Y | +58.6% | +60.9% | -2.3% | +37.6% |
| 10Y | +108.5% | +115.0% | -6.5% | +64.0% |
| All | +11,329.0% | +7,592.0% | +3,737.0% | +7,368.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling