+454.2%
MDLZ vs ENB
+2,238.8%
-1,784.6%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -1.5% |
| 3M | +1.3% | -10.5% | +11.8% | +4.5% |
| 6M | +6.2% | -5.1% | +11.3% | +7.7% |
| YTD | +15.8% | +9.0% | +6.8% | +12.7% |
| 1Y | +4.1% | +8.2% | -4.1% | +1.6% |
| 3Y | -4.1% | +67.8% | -71.8% | -18.1% |
| 5Y | +13.4% | +69.4% | -56.0% | -4.1% |
| 10Y | +75.7% | +117.5% | -41.8% | +33.4% |
| All | +454.2% | +2,238.8% | -1,784.6% | +186.7% |
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