-19.5%
MDT vs ENB
+68.4%
-87.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.1% | -0.3% |
| 7D | -0.3% | -0.3% | 0.0% | -0.2% |
| 30D | +2.8% | -1.1% | +3.8% | +3.1% |
| 3M | +13.1% | -8.5% | +21.6% | +16.6% |
| 6M | +2.3% | -4.5% | +6.9% | +3.8% |
| YTD | -2.7% | +9.1% | -11.8% | -6.2% |
| 1Y | +0.9% | +8.0% | -7.1% | -2.4% |
| 3Y | +26.8% | +77.8% | -51.0% | -0.3% |
| 5Y | -19.5% | +69.4% | -88.8% | -37.7% |
| All | -19.5% | +68.4% | -87.9% | -37.7% |
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 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