+1,135.3%
MPC vs ENB
+102.5%
+1,032.8%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.3% | +3.1% | +3.1% |
| 7D | +2.6% | -1.8% | +4.4% | +4.2% |
| 30D | -12.2% | +2.0% | -14.2% | -13.7% |
| 3M | +20.1% | -5.8% | +25.9% | +26.1% |
| 6M | +60.6% | -9.7% | +70.3% | +73.7% |
| YTD | +150.6% | +4.2% | +146.4% | +138.3% |
| 1Y | +104.7% | +3.2% | +101.4% | +96.1% |
| 3Y | +194.5% | +70.6% | +123.9% | +75.4% |
| 5Y | +582.3% | +55.1% | +527.1% | +339.9% |
| 10Y | +1,135.3% | +107.6% | +1,027.7% | +512.7% |
| All | +1,135.3% | +102.5% | +1,032.8% | +512.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling