+498.8%
MAR vs ENB
+109.5%
+389.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.6% |
| 7D | +1.6% | +3.1% | -1.5% | +0.1% |
| 30D | +13.8% | +2.1% | +11.7% | +12.5% |
| 3M | +20.3% | -4.4% | +24.7% | +22.7% |
| 6M | +21.3% | -10.1% | +31.4% | +27.1% |
| YTD | +37.2% | +5.2% | +32.0% | +31.8% |
| 1Y | +48.4% | +4.2% | +44.2% | +43.2% |
| 3Y | +120.1% | +70.1% | +50.0% | +60.5% |
| 5Y | +182.1% | +59.4% | +122.7% | +111.6% |
| All | +498.8% | +109.5% | +389.3% | +267.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling