+83.0%
MMM vs ENB
+99.8%
-16.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.1% | +0.8% | +1.5% |
| 7D | +5.8% | -3.7% | +9.4% | +7.3% |
| 30D | +17.9% | +1.7% | +16.2% | +17.1% |
| 3M | +3.6% | -6.3% | +9.9% | +6.1% |
| 6M | +32.9% | -9.2% | +42.1% | +37.4% |
| YTD | +19.5% | +3.1% | +16.4% | +17.2% |
| 1Y | +16.5% | +3.4% | +13.2% | +14.1% |
| 3Y | +167.2% | +68.9% | +98.2% | +113.7% |
| 5Y | +48.2% | +51.7% | -3.5% | +23.1% |
| 10Y | +83.0% | +98.3% | -15.3% | +26.0% |
| All | +83.0% | +99.8% | -16.8% | +26.0% |
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