+211.3%
MCD vs ENB
+99.8%
+111.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.1% | +0.7% | +1.4% |
| 7D | +5.9% | -3.7% | +9.6% | +7.4% |
| 30D | +19.6% | +1.7% | +17.9% | +18.8% |
| 3M | +3.3% | -6.3% | +9.6% | +5.6% |
| 6M | +3.5% | -9.2% | +12.7% | +6.7% |
| YTD | -6.1% | +3.1% | -9.2% | -7.9% |
| 1Y | -3.7% | +3.4% | -7.0% | -5.6% |
| 3Y | +13.4% | +68.9% | -55.6% | -8.3% |
| 5Y | +25.2% | +51.7% | -26.6% | +3.9% |
| 10Y | +211.3% | +98.3% | +112.9% | +112.6% |
| All | +211.3% | +99.8% | +111.5% | +112.6% |
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