-1.6%
MDLN vs ENB
+8.9%
-10.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.4% | -0.3% | +18.7% | +18.3% |
| 7D | +24.7% | +0.5% | +24.2% | +24.7% |
| 30D | +12.7% | +6.0% | +6.8% | +13.2% |
| 3M | -4.0% | -7.4% | +3.4% | -4.1% |
| 6M | -8.7% | -8.5% | -0.2% | -8.8% |
| YTD | -3.9% | +6.1% | -10.0% | -4.8% |
| All | -1.6% | +8.9% | -10.5% | -3.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling