+153.3%
MP vs ENB
+67.6%
+85.7%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.9% | +2.2% | +1.9% |
| 7D | -2.9% | -0.2% | -2.6% | -2.8% |
| 30D | +13.8% | -2.2% | +16.1% | +15.0% |
| 3M | -16.7% | -10.5% | -6.2% | -11.5% |
| 6M | -11.5% | -5.1% | -6.4% | -10.6% |
| YTD | +7.9% | +9.0% | -1.0% | -4.0% |
| 1Y | -15.0% | +8.2% | -23.2% | -24.4% |
| All | +153.3% | +67.6% | +85.7% | +40.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling