+74.7%
MRK vs ENB
+2.1%
+72.6%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.4% | -0.4% |
| 7D | -4.3% | -4.7% | +0.4% | -3.5% |
| 30D | +8.3% | -5.9% | +14.2% | +9.2% |
| 3M | +20.0% | -14.2% | +34.3% | +24.2% |
| 6M | +25.7% | -8.6% | +34.3% | +28.9% |
| YTD | +38.7% | +3.9% | +34.9% | +41.2% |
| 1Y | +74.7% | +1.8% | +72.9% | +76.3% |
| All | +74.7% | +2.1% | +72.6% | +76.3% |
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