+1,010.1%
MDB vs ENB
+113.7%
+896.4%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.8% | -4.2% | -3.8% |
| 7D | -18.0% | -0.5% | -17.5% | -17.8% |
| 30D | -10.7% | -0.2% | -10.5% | -10.7% |
| 3M | +1.0% | -7.5% | +8.5% | +3.9% |
| 6M | +31.6% | -4.1% | +35.8% | +32.9% |
| YTD | -15.2% | +9.8% | -25.0% | -20.1% |
| 1Y | +10.1% | +8.7% | +1.4% | +3.8% |
| 3Y | -5.6% | +79.0% | -84.6% | -31.5% |
| 5Y | -24.5% | +69.1% | -93.6% | -42.6% |
| All | +1,010.1% | +113.7% | +896.4% | +629.9% |
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