-32.6%
MP vs ENB
+1.7%
-34.3%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.9% | +4.4% | +3.3% |
| 7D | +9.5% | +1.7% | +7.8% | +9.9% |
| 30D | -3.0% | +0.7% | -3.7% | -2.7% |
| 3M | -30.4% | -5.8% | -24.6% | -31.5% |
| 6M | -39.2% | -11.3% | -27.9% | -41.0% |
| YTD | -23.3% | +3.7% | -27.0% | -26.3% |
| 1Y | -32.6% | +2.8% | -35.4% | -34.2% |
| All | -32.6% | +1.7% | -34.3% | -34.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling