-10.9%
MP vs ENB
+58.6%
-69.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.5% | +3.0% | +3.1% |
| 7D | +9.5% | +3.1% | +6.3% | +6.7% |
| 30D | -3.0% | +2.1% | -5.1% | -4.9% |
| 3M | -30.4% | -4.4% | -25.9% | -28.0% |
| 6M | -39.2% | -10.1% | -29.1% | -34.8% |
| YTD | -23.3% | +5.2% | -28.5% | -31.0% |
| 1Y | -32.6% | +4.2% | -36.9% | -38.9% |
| 3Y | +159.3% | +70.1% | +89.2% | +35.3% |
| All | -10.9% | +58.6% | -69.5% | -47.1% |
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