+54.6%
MDT vs ENB
+71.3%
-16.7%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.7% |
| 7D | -3.7% | 0.0% | -3.7% | -3.7% |
| 30D | +8.6% | +1.4% | +7.2% | +8.1% |
| 3M | +12.2% | -5.2% | +17.4% | +13.8% |
| 6M | +33.7% | -9.9% | +43.7% | +37.7% |
| YTD | +7.8% | +4.7% | +3.2% | +6.1% |
| 1Y | +8.9% | +2.8% | +6.1% | +7.8% |
| All | +54.6% | +71.3% | -16.7% | +28.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling