+1,171.8%
MPC vs ENB
+109.5%
+1,062.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | 0.0% |
| 7D | +11.2% | +3.1% | +8.1% | +8.4% |
| 30D | -14.5% | +2.1% | -16.6% | -16.0% |
| 3M | +16.7% | -4.4% | +21.1% | +21.0% |
| 6M | +67.6% | -10.1% | +77.6% | +82.0% |
| YTD | +157.9% | +5.2% | +152.7% | +143.4% |
| 1Y | +116.7% | +4.2% | +112.4% | +106.0% |
| 3Y | +199.8% | +70.1% | +129.7% | +79.1% |
| 5Y | +604.4% | +59.4% | +545.0% | +343.2% |
| All | +1,171.8% | +109.5% | +1,062.3% | +513.8% |
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