+96.6%
MPC vs ENB
+5.2%
+91.4%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.5% | +1.3% | -0.1% |
| 7D | -16.2% | -5.2% | -11.0% | -14.2% |
| 30D | -15.7% | +2.2% | -17.9% | -16.4% |
| 3M | +24.9% | -8.1% | +33.0% | +29.3% |
| 6M | +52.7% | -11.2% | +63.8% | +59.5% |
| YTD | +131.9% | +2.0% | +129.9% | +129.6% |
| 1Y | +96.6% | +4.1% | +92.6% | +92.2% |
| All | +96.6% | +5.2% | +91.4% | +92.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling