-15.4%
MDLN vs ENB
+12.7%
-28.1%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +0.8% | -6.0% | -5.1% |
| 7D | -1.2% | -0.5% | -0.7% | -1.2% |
| 30D | -1.5% | -0.2% | -1.3% | -1.5% |
| 3M | +2.6% | -7.5% | +10.1% | +1.9% |
| 6M | -20.9% | -4.1% | -16.7% | -20.6% |
| YTD | -17.4% | +9.8% | -27.2% | -18.1% |
| All | -15.4% | +12.7% | -28.1% | -17.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling