-2.3%
MDB vs ENB
+79.0%
-81.3%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.9% | -3.2% | -4.1% |
| 7D | -17.4% | -0.2% | -17.2% | -17.4% |
| 30D | -2.0% | -2.2% | +0.2% | -2.1% |
| 3M | -3.0% | -10.5% | +7.5% | -3.3% |
| 6M | +48.7% | -5.1% | +53.7% | +48.5% |
| YTD | -12.1% | +9.0% | -21.1% | -13.4% |
| 1Y | +14.5% | +8.2% | +6.3% | +12.6% |
| All | -2.3% | +79.0% | -81.3% | -10.6% |
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