+6,475.2%
MCD vs ENB
+11,039.2%
-4,564.0%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.5% | +2.0% | -0.1% |
| 7D | +7.1% | -5.2% | +12.3% | +8.2% |
| 30D | +19.8% | +2.2% | +17.6% | +19.3% |
| 3M | +0.8% | -8.1% | +8.9% | +2.3% |
| 6M | -1.3% | -11.2% | +9.9% | +0.7% |
| YTD | -7.8% | +2.0% | -9.7% | -8.3% |
| 1Y | -5.0% | +4.1% | -9.0% | -5.9% |
| 3Y | +10.5% | +64.7% | -54.2% | +0.2% |
| 5Y | +22.0% | +46.6% | -24.6% | +12.4% |
| 10Y | +216.7% | +102.7% | +114.0% | +170.2% |
| All | +6,475.2% | +11,039.2% | -4,564.0% | +4,426.1% |
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