+942.1%
MDB vs ENB
+104.7%
+837.4%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.5% | -2.1% | -1.9% |
| 7D | +6.8% | +3.1% | +3.7% | +5.5% |
| 30D | -6.2% | +2.1% | -8.3% | -7.2% |
| 3M | -29.2% | -4.4% | -24.8% | -28.1% |
| 6M | +10.3% | -10.1% | +20.3% | +14.5% |
| YTD | -20.4% | +5.2% | -25.5% | -23.8% |
| 1Y | -4.8% | +4.2% | -9.1% | -8.8% |
| 3Y | -11.6% | +70.1% | -81.7% | -34.4% |
| 5Y | -41.0% | +59.4% | -100.4% | -54.1% |
| All | +942.1% | +104.7% | +837.4% | +595.6% |
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