-24.7%
MDB vs ENB
+69.5%
-94.2%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.9% | -3.2% | -3.7% |
| 7D | -17.4% | -0.2% | -17.2% | -17.3% |
| 30D | -2.0% | -2.2% | +0.2% | -1.1% |
| 3M | -3.0% | -10.5% | +7.5% | +1.7% |
| 6M | +48.7% | -5.1% | +53.7% | +50.8% |
| YTD | -12.1% | +9.0% | -21.1% | -18.3% |
| 1Y | +14.5% | +8.2% | +6.3% | +6.2% |
| 3Y | -6.1% | +67.8% | -73.9% | -38.1% |
| All | -24.7% | +69.5% | -94.2% | -46.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling