+609.5%
MTUM vs ENB
+120.3%
+489.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.8% | +0.4% |
| 7D | +4.1% | -0.3% | +4.4% | +4.2% |
| 30D | +0.6% | -1.1% | +1.7% | +1.0% |
| 3M | -0.6% | -8.5% | +7.8% | +2.0% |
| 6M | +25.3% | -4.5% | +29.9% | +26.7% |
| YTD | +23.8% | +9.1% | +14.7% | +19.2% |
| 1Y | +25.4% | +8.0% | +17.4% | +21.1% |
| 3Y | +117.3% | +77.8% | +39.4% | +75.1% |
| 5Y | +79.7% | +69.4% | +10.3% | +46.9% |
| 10Y | +359.6% | +100.5% | +259.1% | +237.8% |
| All | +609.5% | +120.3% | +489.2% | +394.3% |
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 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