+237.4%
MP vs ENB
+129.4%
+108.0%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -1.4% | -4.7% | -4.9% |
| 7D | -19.0% | -2.4% | -16.6% | -17.3% |
| 30D | -30.5% | +3.4% | -33.8% | -32.4% |
| 3M | -29.6% | -6.1% | -23.5% | -26.2% |
| 6M | -50.4% | -10.0% | -40.4% | -47.0% |
| YTD | -33.2% | +4.7% | -37.9% | -38.8% |
| 1Y | -38.6% | +7.5% | -46.1% | -45.2% |
| 3Y | +105.5% | +69.1% | +36.4% | +17.6% |
| 5Y | -7.8% | +50.4% | -58.2% | -40.2% |
| All | +237.4% | +129.4% | +108.0% | +57.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling