+37.0%
MDT vs ENB
+92.6%
-55.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.2% | -0.3% |
| 7D | -3.4% | -4.7% | +1.2% | -1.6% |
| 30D | +0.2% | -5.9% | +6.1% | +2.6% |
| 3M | +14.3% | -14.2% | +28.5% | +21.4% |
| 6M | +4.0% | -8.6% | +12.6% | +7.5% |
| YTD | -3.7% | +3.9% | -7.6% | -5.8% |
| 1Y | -0.4% | +1.8% | -2.2% | -1.7% |
| 3Y | +23.3% | +68.5% | -45.2% | -2.5% |
| 5Y | -18.9% | +62.4% | -81.3% | -35.6% |
| All | +37.0% | +92.6% | -55.6% | -6.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling