+3,005.7%
MPC vs ENB
+222.4%
+2,783.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.4% | -2.5% | -2.9% |
| 7D | -12.8% | -2.4% | -10.4% | -11.1% |
| 30D | -12.7% | +3.4% | -16.1% | -14.9% |
| 3M | +27.1% | -6.1% | +33.2% | +33.1% |
| 6M | +45.8% | -10.0% | +55.8% | +57.1% |
| YTD | +134.7% | +4.7% | +130.1% | +124.2% |
| 1Y | +106.0% | +7.5% | +98.5% | +92.7% |
| 3Y | +165.5% | +69.1% | +96.4% | +70.9% |
| 5Y | +540.9% | +50.4% | +490.5% | +351.7% |
| 10Y | +1,133.6% | +108.0% | +1,025.7% | +593.1% |
| All | +3,005.7% | +222.4% | +2,783.3% | +791.4% |
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 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