+76.3%
MMM vs ENB
+109.5%
-33.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.5% | -1.2% |
| 7D | -0.4% | +3.1% | -3.5% | -1.6% |
| 30D | +12.1% | +2.1% | +10.0% | +11.2% |
| 3M | +1.4% | -4.4% | +5.8% | +3.1% |
| 6M | +26.6% | -10.1% | +36.6% | +31.4% |
| YTD | +16.8% | +5.2% | +11.6% | +13.7% |
| 1Y | +10.1% | +4.2% | +5.8% | +7.4% |
| 3Y | +158.4% | +70.1% | +88.3% | +106.1% |
| 5Y | +43.1% | +59.4% | -16.3% | +16.6% |
| All | +76.3% | +109.5% | -33.1% | +20.5% |
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