+13,824.2%
MA vs ENB
+764.8%
+13,059.4%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.3% | -0.7% |
| 7D | -2.7% | -0.2% | -2.5% | -2.6% |
| 30D | +1.5% | -2.2% | +3.8% | +2.7% |
| 3M | +20.4% | -10.5% | +30.9% | +27.0% |
| 6M | +11.1% | -5.1% | +16.2% | +13.3% |
| YTD | +2.0% | +9.0% | -7.0% | -3.8% |
| 1Y | -2.2% | +8.2% | -10.4% | -7.5% |
| 3Y | +41.9% | +67.8% | -25.9% | +5.0% |
| 5Y | +75.4% | +69.4% | +6.0% | +28.1% |
| 10Y | +527.5% | +117.5% | +410.0% | +280.6% |
| All | +13,824.2% | +764.8% | +13,059.4% | +3,412.3% |
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