+7,983.2%
MDT vs ENB
+11,799.4%
-3,816.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +2.0% | +1.3% |
| 7D | +3.2% | -0.2% | +3.4% | +3.3% |
| 30D | +9.5% | -2.2% | +11.7% | +10.1% |
| 3M | +16.0% | -10.5% | +26.5% | +18.9% |
| 6M | +0.2% | -5.1% | +5.3% | +1.3% |
| YTD | -0.3% | +9.0% | -9.2% | -2.5% |
| 1Y | +4.7% | +8.2% | -3.5% | +2.5% |
| 3Y | +26.5% | +67.8% | -41.2% | +11.3% |
| 5Y | -18.2% | +69.4% | -87.6% | -28.4% |
| 10Y | +40.0% | +117.5% | -77.5% | +13.4% |
| All | +7,983.2% | +11,799.4% | -3,816.2% | +5,391.1% |
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