+70.1%
MDT vs ENB
+109.5%
-39.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.5% | +1.3% | +1.6% |
| 7D | +1.0% | +3.1% | -2.1% | -0.2% |
| 30D | +9.2% | +2.1% | +7.0% | +8.2% |
| 3M | +14.5% | -4.4% | +18.9% | +16.5% |
| 6M | +37.3% | -10.1% | +47.4% | +43.0% |
| YTD | +9.8% | +5.2% | +4.6% | +6.9% |
| 1Y | +10.5% | +4.2% | +6.3% | +7.9% |
| 3Y | +57.4% | +70.1% | -12.6% | +24.2% |
| 5Y | +1.2% | +59.4% | -58.2% | -19.0% |
| All | +70.1% | +109.5% | -39.3% | +9.2% |
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