+445.3%
MP vs ENB
+138.8%
+306.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +15.5% |
| 3M | -16.7% | -10.5% | -6.2% | -9.8% |
| 6M | -11.5% | -5.1% | -6.4% | -9.9% |
| YTD | +7.9% | +9.0% | -1.0% | -4.2% |
| 1Y | -15.0% | +8.2% | -23.2% | -24.4% |
| 3Y | +153.5% | +67.8% | +85.8% | +46.5% |
| 5Y | +58.7% | +69.4% | -10.7% | -6.3% |
| All | +445.3% | +138.8% | +306.5% | +146.3% |
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