+420.4%
MTZ vs ENB
+101.8%
+318.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.8% | -5.1% | -4.8% |
| 7D | -8.7% | -2.4% | -6.3% | -7.3% |
| 30D | -15.0% | +2.5% | -17.4% | -16.5% |
| 3M | -32.6% | -5.8% | -26.8% | -30.2% |
| 6M | -56.3% | -8.5% | -47.8% | -54.2% |
| YTD | -16.8% | +3.9% | -20.7% | -20.4% |
| 1Y | -10.0% | +3.7% | -13.7% | -13.9% |
| 3Y | +267.1% | +70.1% | +197.1% | +146.7% |
| 5Y | +89.9% | +53.2% | +36.7% | +36.2% |
| All | +420.4% | +101.8% | +318.6% | +216.6% |
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