+88.5%
MA vs ENB
+58.6%
+29.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.8% | +1.1% |
| 7D | +1.3% | +3.1% | -1.8% | +0.1% |
| 30D | +9.6% | +2.1% | +7.5% | +8.7% |
| 3M | +16.8% | -4.4% | +21.2% | +18.7% |
| 6M | +35.2% | -10.1% | +45.2% | +40.2% |
| YTD | +16.6% | +5.2% | +11.4% | +12.0% |
| 1Y | +19.8% | +4.2% | +15.5% | +15.5% |
| 3Y | +70.7% | +70.1% | +0.6% | +26.6% |
| All | +88.5% | +58.6% | +29.9% | +44.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ENB.
Daily Out/Under-Performance
Portfolio return minus ENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENB 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 ENB 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