+642.2%
MPC vs ENB
+69.5%
+572.7%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.9% |
| 7D | +5.4% | -0.2% | +5.7% | +5.6% |
| 30D | +31.0% | -2.2% | +33.2% | +32.9% |
| 3M | +46.0% | -10.5% | +56.5% | +56.8% |
| 6M | +77.3% | -5.1% | +82.4% | +82.5% |
| YTD | +141.9% | +9.0% | +133.0% | +125.6% |
| 1Y | +120.9% | +8.2% | +112.7% | +106.8% |
| 3Y | +182.7% | +67.8% | +114.9% | +82.7% |
| All | +642.2% | +69.5% | +572.7% | +366.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling