+53.8%
MMM vs ENB
+103.5%
-49.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -0.9% |
| 7D | -1.6% | -0.5% | -1.1% | -1.4% |
| 30D | -8.0% | -0.2% | -7.8% | -8.0% |
| 3M | +9.4% | -7.5% | +16.9% | +12.4% |
| 6M | +10.2% | -4.1% | +14.4% | +11.6% |
| YTD | +6.1% | +9.8% | -3.7% | +1.6% |
| 1Y | +10.8% | +8.7% | +2.1% | +6.4% |
| 3Y | +104.8% | +79.0% | +25.8% | +60.3% |
| 5Y | +27.0% | +69.1% | -42.0% | +1.3% |
| 10Y | +53.8% | +96.5% | -42.7% | +7.0% |
| All | +53.8% | +103.5% | -49.7% | +7.0% |
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