+55.1%
ENB vs MUB
+3.6%
+51.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.1% |
| 7D | -1.8% | +0.4% | -2.2% | -2.1% |
| 30D | +2.0% | +3.9% | -1.9% | -1.0% |
| 3M | -5.8% | -0.2% | -5.6% | -5.6% |
| 6M | -9.7% | -0.4% | -9.3% | -9.4% |
| YTD | +4.2% | +0.5% | +3.7% | +3.7% |
| 1Y | +3.2% | +0.7% | +2.6% | +2.6% |
| 3Y | +70.6% | +11.1% | +59.5% | +55.8% |
| 5Y | +55.1% | +3.7% | +51.4% | +26.6% |
| All | +55.1% | +3.6% | +51.6% | +26.6% |
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