+67.8%
ENB vs MUB
+2.2%
+65.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | -0.2% | -0.9% | +0.6% | +0.5% |
| 30D | -2.2% | -1.4% | -0.8% | -1.1% |
| 3M | -10.5% | -2.2% | -8.4% | -9.0% |
| 6M | -5.1% | -1.9% | -3.2% | -3.6% |
| YTD | +9.0% | -0.8% | +9.7% | +9.5% |
| 1Y | +8.2% | +2.7% | +5.5% | +5.3% |
| 3Y | +67.8% | +8.6% | +59.2% | +55.4% |
| All | +67.8% | +2.2% | +65.5% | +45.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling