+6,918.4%
MCK vs ENB
+8,658.5%
-1,740.0%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.8% | +2.6% | -0.2% |
| 7D | -4.4% | -4.6% | +0.2% | -3.2% |
| 30D | -2.2% | -5.2% | +3.0% | -0.9% |
| 3M | +11.6% | -13.4% | +24.9% | +15.7% |
| 6M | -4.9% | -7.8% | +2.9% | -3.1% |
| YTD | +7.7% | +4.9% | +2.8% | +6.0% |
| 1Y | +25.2% | +3.2% | +22.0% | +23.7% |
| 3Y | +112.1% | +71.0% | +41.2% | +82.7% |
| 5Y | +345.8% | +64.0% | +281.8% | +284.9% |
| 10Y | +439.7% | +92.8% | +347.0% | +334.1% |
| All | +6,918.4% | +8,658.5% | -1,740.0% | +3,656.8% |
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