+15,692.2%
MA vs ENB
+730.6%
+14,961.6%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.4% | -1.1% | -1.8% |
| 7D | +3.2% | -2.4% | +5.5% | +4.4% |
| 30D | +15.9% | +3.4% | +12.6% | +13.9% |
| 3M | +15.2% | -6.1% | +21.3% | +18.7% |
| 6M | +32.4% | -10.0% | +42.4% | +38.9% |
| YTD | +15.6% | +4.7% | +11.0% | +11.3% |
| 1Y | +19.3% | +7.5% | +11.8% | +13.1% |
| 3Y | +73.0% | +69.1% | +3.8% | +27.6% |
| 5Y | +93.7% | +50.4% | +43.4% | +50.5% |
| 10Y | +575.0% | +108.0% | +467.0% | +319.9% |
| All | +15,692.2% | +730.6% | +14,961.6% | +3,960.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling