+199.5%
MCHP vs ENB
+92.6%
+106.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.0% | +4.6% | +4.2% |
| 7D | 0.0% | -4.7% | +4.7% | +2.6% |
| 30D | -6.0% | -5.9% | -0.2% | -3.1% |
| 3M | -19.7% | -14.2% | -5.4% | -13.3% |
| 6M | +14.0% | -8.6% | +22.6% | +18.5% |
| YTD | +18.4% | +3.9% | +14.5% | +13.9% |
| 1Y | +17.1% | +1.8% | +15.3% | +13.7% |
| 3Y | +0.7% | +68.5% | -67.8% | -28.9% |
| 5Y | +5.1% | +62.4% | -57.3% | -24.2% |
| All | +199.5% | +92.6% | +106.9% | +82.0% |
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