+178.1%
MCD vs ENB
+106.3%
+71.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.7% | -1.2% |
| 7D | -2.8% | -0.2% | -2.6% | -2.8% |
| 30D | -6.0% | -2.2% | -3.8% | -5.3% |
| 3M | -5.6% | -10.5% | +4.9% | -1.9% |
| 6M | -21.9% | -5.1% | -16.8% | -20.7% |
| YTD | -14.7% | +9.0% | -23.7% | -17.8% |
| 1Y | -17.3% | +8.2% | -25.5% | -20.2% |
| 3Y | -2.2% | +67.8% | -69.9% | -20.4% |
| 5Y | +20.3% | +69.4% | -49.1% | -4.0% |
| All | +178.1% | +106.3% | +71.7% | +88.4% |
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