+64.6%
MAR vs ENB
+79.6%
-15.0%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.8% | -3.1% | -2.4% |
| 7D | -1.7% | -0.5% | -1.2% | -1.6% |
| 30D | -6.9% | -0.2% | -6.7% | -6.9% |
| 3M | -15.8% | -7.5% | -8.3% | -14.6% |
| 6M | +1.9% | -4.1% | +6.1% | +2.4% |
| YTD | +6.6% | +9.8% | -3.2% | +3.2% |
| 1Y | +23.7% | +8.7% | +15.0% | +19.9% |
| 3Y | +64.6% | +79.0% | -14.4% | +35.0% |
| All | +64.6% | +79.6% | -15.0% | +35.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling