+58.1%
MP vs ENB
+69.5%
-11.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.9% | +2.2% | +2.1% |
| 7D | -2.9% | -0.2% | -2.6% | -2.7% |
| 30D | +13.8% | -2.2% | +16.1% | +15.6% |
| 3M | -16.7% | -10.5% | -6.2% | -9.7% |
| 6M | -11.5% | -5.1% | -6.4% | -10.0% |
| YTD | +7.9% | +9.0% | -1.0% | -5.0% |
| 1Y | -15.0% | +8.2% | -23.2% | -25.1% |
| 3Y | +153.5% | +67.8% | +85.8% | +39.6% |
| All | +58.1% | +69.5% | -11.4% | -13.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling