-35.1%
MP vs ENB
+7.9%
-43.0%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -1.4% | -4.7% | -6.3% |
| 7D | -19.0% | -2.4% | -16.6% | -19.3% |
| 30D | -30.5% | +3.4% | -33.8% | -29.9% |
| 3M | -29.6% | -6.1% | -23.5% | -30.4% |
| 6M | -50.4% | -10.0% | -40.4% | -51.5% |
| YTD | -33.2% | +4.7% | -37.9% | -37.8% |
| All | -35.1% | +7.9% | -43.0% | -41.5% |
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