+920.8%
MDB vs ENB
+100.6%
+820.2%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.1% | +3.6% | +4.2% |
| 7D | -0.9% | -3.7% | +2.7% | +0.6% |
| 30D | -15.2% | +1.7% | -16.9% | -15.9% |
| 3M | -17.9% | -6.3% | -11.6% | -15.9% |
| 6M | +9.3% | -9.2% | +18.5% | +13.0% |
| YTD | -22.0% | +3.1% | -25.1% | -24.8% |
| 1Y | -9.3% | +3.4% | -12.7% | -12.9% |
| 3Y | -10.4% | +68.9% | -79.3% | -33.4% |
| 5Y | -43.2% | +51.7% | -95.0% | -54.9% |
| All | +920.8% | +100.6% | +820.2% | +587.1% |
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