+157.1%
MMM vs ENB
+63.8%
+93.3%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.5% | +1.1% | -0.5% |
| 7D | +6.2% | -5.2% | +11.4% | +8.2% |
| 30D | +14.2% | +2.2% | +12.0% | +13.4% |
| 3M | +2.9% | -8.1% | +11.0% | +5.8% |
| 6M | +27.6% | -11.2% | +38.7% | +32.1% |
| YTD | +17.3% | +2.0% | +15.3% | +14.4% |
| 1Y | +15.1% | +4.1% | +11.0% | +11.2% |
| 3Y | +157.1% | +64.7% | +92.4% | +107.3% |
| All | +157.1% | +63.8% | +93.3% | +107.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling