+26.6%
MAR vs ENB
+8.3%
+18.3%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +0.8% |
| 7D | -0.5% | -0.3% | -0.2% | -0.5% |
| 30D | -4.7% | -1.1% | -3.6% | -4.6% |
| 3M | -15.6% | -8.5% | -7.1% | -15.2% |
| 6M | +1.2% | -4.5% | +5.8% | +1.1% |
| YTD | +7.5% | +9.1% | -1.6% | +4.8% |
| 1Y | +26.6% | +8.0% | +18.7% | +22.7% |
| All | +26.6% | +8.3% | +18.3% | +22.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling