-5.9%
MDB vs ENB
+63.8%
-69.6%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.5% | +5.2% | +2.4% |
| 7D | -11.4% | -5.2% | -6.2% | -11.9% |
| 30D | -13.8% | +2.2% | -16.0% | -13.6% |
| 3M | -15.5% | -8.1% | -7.4% | -15.9% |
| 6M | +17.9% | -11.2% | +29.1% | +17.0% |
| YTD | -25.5% | +2.0% | -27.5% | -26.8% |
| 1Y | -12.1% | +4.1% | -16.1% | -14.3% |
| 3Y | -5.9% | +64.7% | -70.6% | -12.6% |
| All | -5.9% | +63.8% | -69.6% | -12.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling