+97.5%
MO vs ENB
+68.4%
+29.1%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.2% | -0.2% |
| 7D | -2.4% | -0.3% | -2.1% | -2.3% |
| 30D | +3.6% | -1.1% | +4.7% | +4.0% |
| 3M | -3.7% | -8.5% | +4.8% | -0.6% |
| 6M | +4.5% | -4.5% | +9.1% | +6.3% |
| YTD | +21.5% | +9.1% | +12.4% | +17.7% |
| 1Y | +9.5% | +8.0% | +1.6% | +6.4% |
| 3Y | +93.6% | +77.8% | +15.7% | +55.4% |
| 5Y | +97.5% | +69.4% | +28.1% | +60.2% |
| All | +97.5% | +68.4% | +29.1% | +60.2% |
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