+155.5%
MO vs ENB
+58.6%
+96.8%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.4% | +0.7% |
| 7D | +3.3% | +3.1% | +0.2% | +2.1% |
| 30D | +7.5% | +2.1% | +5.4% | +6.7% |
| 3M | +22.8% | -4.4% | +27.2% | +24.7% |
| 6M | +13.4% | -10.1% | +23.4% | +17.7% |
| YTD | +43.0% | +5.2% | +37.8% | +40.3% |
| 1Y | +45.2% | +4.2% | +41.0% | +42.9% |
| 3Y | +145.5% | +70.1% | +75.5% | +101.0% |
| All | +155.5% | +58.6% | +96.8% | +121.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling