+1,116.6%
MPC vs ENB
+106.3%
+1,010.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +1.0% |
| 7D | +5.4% | -0.2% | +5.7% | +5.6% |
| 30D | +31.0% | -2.2% | +33.2% | +33.4% |
| 3M | +46.0% | -10.5% | +56.5% | +59.7% |
| 6M | +77.3% | -5.1% | +82.4% | +83.9% |
| YTD | +141.9% | +9.0% | +133.0% | +122.0% |
| 1Y | +120.9% | +8.2% | +112.7% | +103.6% |
| 3Y | +182.7% | +67.8% | +114.9% | +71.4% |
| 5Y | +646.4% | +69.4% | +577.1% | +348.5% |
| All | +1,116.6% | +106.3% | +1,010.2% | +516.7% |
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