+107.6%
ENB vs MUB
+22.8%
+84.8%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | -0.1% |
| 7D | -1.8% | +0.4% | -2.2% | -2.4% |
| 30D | +2.0% | +3.9% | -1.9% | -3.4% |
| 3M | -5.8% | -0.2% | -5.6% | -5.5% |
| 6M | -9.7% | -0.4% | -9.3% | -9.3% |
| YTD | +4.2% | +0.5% | +3.7% | +3.2% |
| 1Y | +3.2% | +0.7% | +2.6% | +2.0% |
| 3Y | +70.6% | +11.1% | +59.5% | +44.8% |
| 5Y | +55.1% | +3.7% | +51.4% | +47.5% |
| 10Y | +107.6% | +22.9% | +84.7% | +67.7% |
| All | +107.6% | +22.8% | +84.8% | +67.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MUB.
Daily Out/Under-Performance
Portfolio return minus MUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MUB 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 10y: compounded portfolio wealth divided by compounded MUB 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…
10y analysis · Full analysis span regression · 6 months rolling