+205.9%
MCD vs ENB
+102.5%
+103.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.3% | -2.9% | -2.7% |
| 7D | -1.9% | -1.8% | -0.2% | -1.3% |
| 30D | +16.6% | +2.0% | +14.6% | +15.7% |
| 3M | +0.9% | -5.8% | +6.8% | +3.1% |
| 6M | +1.5% | -9.7% | +11.1% | +4.9% |
| YTD | -8.3% | +4.2% | -12.5% | -10.4% |
| 1Y | -8.1% | +3.2% | -11.4% | -9.9% |
| 3Y | +10.3% | +70.6% | -60.3% | -11.1% |
| 5Y | +23.4% | +55.1% | -31.7% | +1.5% |
| 10Y | +205.9% | +107.6% | +98.3% | +109.3% |
| All | +205.9% | +102.5% | +103.5% | +109.3% |
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 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