+3,207.6%
MAR vs ENB
+3,172.5%
+35.0%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.8% | +1.9% | +2.4% |
| 7D | +2.9% | -2.4% | +5.3% | +3.9% |
| 30D | +17.0% | +2.5% | +14.6% | +15.8% |
| 3M | +23.2% | -5.8% | +28.9% | +25.9% |
| 6M | +21.7% | -8.5% | +30.2% | +25.6% |
| YTD | +38.9% | +3.9% | +35.0% | +35.4% |
| 1Y | +48.7% | +3.7% | +45.0% | +45.0% |
| 3Y | +122.9% | +70.1% | +52.8% | +75.4% |
| 5Y | +177.5% | +53.2% | +124.3% | +127.2% |
| 10Y | +537.5% | +100.2% | +437.3% | +354.7% |
| All | +3,207.6% | +3,172.5% | +35.0% | +1,133.9% |
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