+22.6%
MCD vs ENB
+55.5%
-32.8%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.5% |
| 7D | -1.6% | 0.0% | -1.6% | -1.6% |
| 30D | +16.0% | +1.4% | +14.7% | +15.5% |
| 3M | 0.0% | -5.2% | +5.1% | +1.4% |
| 6M | +0.9% | -9.9% | +10.9% | +3.6% |
| YTD | -8.7% | +4.7% | -13.4% | -10.6% |
| 1Y | -8.6% | +2.8% | -11.3% | -10.0% |
| 3Y | +9.9% | +71.3% | -61.5% | -8.0% |
| 5Y | +22.6% | +58.6% | -35.9% | +4.7% |
| All | +22.6% | +55.5% | -32.8% | +4.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling