+349.5%
MTUM vs ENB
+92.6%
+256.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.2% | +1.6% |
| 7D | +0.7% | -4.7% | +5.4% | +2.5% |
| 30D | -2.4% | -5.9% | +3.4% | -0.2% |
| 3M | -3.6% | -14.2% | +10.6% | +1.9% |
| 6M | +23.7% | -8.6% | +32.2% | +27.2% |
| YTD | +22.9% | +3.9% | +19.0% | +19.8% |
| 1Y | +21.8% | +1.8% | +20.0% | +19.5% |
| 3Y | +114.4% | +68.5% | +46.0% | +69.5% |
| 5Y | +79.6% | +62.4% | +17.1% | +43.5% |
| All | +349.5% | +92.6% | +256.9% | +212.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling