-37.3%
MP vs ENB
+3.4%
-40.7%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.4% | +1.5% | +2.1% |
| 7D | +11.0% | 0.0% | +11.0% | +11.0% |
| 30D | -11.7% | +1.4% | -13.1% | -11.3% |
| 3M | -30.8% | -5.2% | -25.6% | -31.7% |
| 6M | -42.9% | -9.9% | -33.0% | -44.5% |
| YTD | -25.9% | +4.7% | -30.5% | -29.2% |
| 1Y | -37.3% | +2.8% | -40.1% | -37.9% |
| All | -37.3% | +3.4% | -40.7% | -37.9% |
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