+134.5%
MCHP vs ENB
+109.5%
+25.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.2% | -0.9% |
| 7D | +5.7% | +3.1% | +2.6% | +4.0% |
| 30D | -13.4% | +2.1% | -15.6% | -14.3% |
| 3M | -20.1% | -4.4% | -15.7% | -18.2% |
| 6M | -35.5% | -10.1% | -25.5% | -32.2% |
| YTD | -1.6% | +5.2% | -6.7% | -5.9% |
| 1Y | +15.5% | +4.2% | +11.2% | +10.8% |
| 3Y | -13.2% | +70.1% | -83.3% | -39.1% |
| 5Y | -17.5% | +59.4% | -76.9% | -39.9% |
| All | +134.5% | +109.5% | +25.1% | +31.0% |
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