+16.5%
MDLZ vs ENB
+69.5%
-53.0%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | 0.0% |
| 7D | -1.7% | -0.2% | -1.5% | -1.7% |
| 30D | -2.1% | -2.2% | +0.1% | -1.4% |
| 3M | +1.3% | -10.5% | +11.8% | +5.0% |
| 6M | +6.2% | -5.1% | +11.3% | +7.8% |
| YTD | +15.8% | +9.0% | +6.8% | +12.4% |
| 1Y | +4.1% | +8.2% | -4.1% | +1.2% |
| 3Y | -4.1% | +67.8% | -71.8% | -19.9% |
| All | +16.5% | +69.5% | -53.0% | -2.9% |
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