+542.3%
MPC vs ENB
+50.3%
+491.9%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.4% | -2.5% | -3.0% |
| 7D | -12.8% | -2.4% | -10.4% | -11.4% |
| 30D | -12.7% | +3.4% | -16.1% | -14.6% |
| 3M | +27.1% | -6.1% | +33.2% | +32.3% |
| 6M | +45.8% | -10.0% | +55.8% | +55.5% |
| YTD | +134.7% | +4.7% | +130.1% | +124.9% |
| 1Y | +106.0% | +7.5% | +98.5% | +93.8% |
| 3Y | +165.5% | +69.1% | +96.4% | +70.9% |
| All | +542.3% | +50.3% | +491.9% | +356.4% |
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