+46.1%
MRK vs ENB
+69.7%
-23.5%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.8% | +1.9% | -1.3% |
| 7D | -5.0% | -4.6% | -0.5% | -4.3% |
| 30D | +11.0% | -5.2% | +16.2% | +11.8% |
| 3M | +22.4% | -13.4% | +35.8% | +25.4% |
| 6M | +25.4% | -7.8% | +33.2% | +27.3% |
| YTD | +39.5% | +4.9% | +34.6% | +39.0% |
| 1Y | +78.0% | +3.2% | +74.7% | +77.5% |
| All | +46.1% | +69.7% | -23.5% | +30.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling