-40.7%
MP vs ENB
+3.8%
-44.6%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.4% | +0.8% |
| 7D | +2.3% | -1.8% | +4.1% | +1.8% |
| 30D | -15.3% | +2.0% | -17.3% | -14.7% |
| 3M | -33.5% | -5.8% | -27.7% | -34.6% |
| 6M | -45.5% | -9.7% | -35.8% | -47.1% |
| YTD | -27.3% | +4.2% | -31.5% | -30.2% |
| 1Y | -40.7% | +3.2% | -43.9% | -42.2% |
| All | -40.7% | +3.8% | -44.6% | -42.2% |
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