+3,101.0%
MPC vs ENB
+235.7%
+2,865.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +33.2% |
| 3M | +46.0% | -10.5% | +56.5% | +58.3% |
| 6M | +77.3% | -5.1% | +82.4% | +83.3% |
| YTD | +141.9% | +9.0% | +133.0% | +124.3% |
| 1Y | +120.9% | +8.2% | +112.7% | +105.6% |
| 3Y | +182.7% | +67.8% | +114.9% | +82.6% |
| 5Y | +646.4% | +69.4% | +577.1% | +380.9% |
| 10Y | +1,138.7% | +117.5% | +1,021.2% | +572.5% |
| All | +3,101.0% | +235.7% | +2,865.3% | +792.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling