+3,262.1%
MRSH vs ENB
+11,813.6%
-8,551.5%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.4% | -1.9% |
| 7D | -5.9% | -0.3% | -5.5% | -5.8% |
| 30D | -7.3% | -1.1% | -6.2% | -7.1% |
| 3M | +7.4% | -8.5% | +15.9% | +9.6% |
| 6M | -0.7% | -4.5% | +3.9% | +0.2% |
| YTD | -3.2% | +9.1% | -12.2% | -5.5% |
| 1Y | -10.6% | +8.0% | -18.6% | -12.6% |
| 3Y | -4.6% | +77.8% | -82.4% | -17.3% |
| 5Y | +19.3% | +69.4% | -50.1% | +4.3% |
| 10Y | +217.3% | +100.5% | +116.8% | +159.4% |
| All | +3,262.1% | +11,813.6% | -8,551.5% | +2,007.5% |
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 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