+254.1%
MP vs ENB
+123.6%
+130.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -2.5% | +7.5% | +7.0% |
| 7D | -10.5% | -5.2% | -5.3% | -6.6% |
| 30D | -23.5% | +2.2% | -25.7% | -25.1% |
| 3M | -25.4% | -8.1% | -17.4% | -20.7% |
| 6M | -51.3% | -11.2% | -40.1% | -47.5% |
| YTD | -29.9% | +2.0% | -31.9% | -34.5% |
| 1Y | -31.8% | +4.1% | -35.9% | -37.5% |
| 3Y | +127.0% | +64.7% | +62.2% | +32.4% |
| 5Y | -3.3% | +46.6% | -49.9% | -36.0% |
| All | +254.1% | +123.6% | +130.5% | +68.3% |
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