+22.2%
MDLZ vs ENB
+46.5%
-24.4%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.5% | +1.3% | -0.4% |
| 7D | +1.7% | -5.2% | +6.9% | +3.5% |
| 30D | +11.2% | +2.2% | +9.0% | +10.4% |
| 3M | +6.1% | -8.1% | +14.2% | +9.0% |
| 6M | +8.6% | -11.2% | +19.7% | +12.6% |
| YTD | +25.8% | +2.0% | +23.9% | +24.7% |
| 1Y | +21.7% | +4.1% | +17.6% | +19.7% |
| 3Y | +5.8% | +64.7% | -58.9% | -11.2% |
| All | +22.2% | +46.5% | -24.4% | +8.3% |
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