+492.6%
MTZ vs ENB
+99.8%
+392.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +1.1% | +7.5% | +7.9% |
| 7D | -2.4% | -3.7% | +1.2% | -0.1% |
| 30D | -11.1% | +1.7% | -12.8% | -12.3% |
| 3M | -30.6% | -6.3% | -24.3% | -27.9% |
| 6M | -54.4% | -9.2% | -45.2% | -51.9% |
| YTD | -13.0% | +3.1% | -16.1% | -16.3% |
| 1Y | -5.7% | +3.4% | -9.0% | -9.5% |
| 3Y | +297.2% | +68.9% | +228.2% | +168.8% |
| 5Y | +95.9% | +51.7% | +44.2% | +41.7% |
| 10Y | +492.6% | +98.3% | +394.3% | +259.3% |
| All | +492.6% | +99.8% | +392.8% | +259.3% |
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 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