+264.6%
MP vs ENB
+127.7%
+136.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.9% | +1.1% | +1.5% |
| 7D | -3.6% | -2.4% | -1.2% | -1.8% |
| 30D | -21.0% | +2.5% | -23.5% | -22.7% |
| 3M | -33.3% | -5.8% | -27.5% | -30.4% |
| 6M | -45.9% | -8.5% | -37.4% | -43.2% |
| YTD | -27.8% | +3.9% | -31.7% | -33.6% |
| 1Y | -43.2% | +3.7% | -46.9% | -47.7% |
| 3Y | +144.0% | +70.1% | +74.0% | +38.6% |
| 5Y | -6.1% | +53.2% | -59.3% | -39.8% |
| All | +264.6% | +127.7% | +136.9% | +70.8% |
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