+6,511.4%
MCD vs ENB
+11,329.0%
-4,817.6%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.6% | -0.5% |
| 7D | +8.0% | -2.4% | +10.4% | +8.5% |
| 30D | +19.6% | +3.4% | +16.2% | +18.9% |
| 3M | +2.2% | -6.1% | +8.3% | +3.4% |
| 6M | -1.1% | -10.0% | +8.9% | +0.7% |
| YTD | -7.2% | +4.7% | -11.9% | -8.3% |
| 1Y | -6.7% | +7.5% | -14.2% | -8.2% |
| 3Y | +11.6% | +69.1% | -57.5% | +0.7% |
| 5Y | +22.6% | +50.4% | -27.8% | +12.5% |
| 10Y | +218.4% | +108.0% | +110.4% | +170.4% |
| All | +6,511.4% | +11,329.0% | -4,817.6% | +4,429.4% |
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 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