+501.4%
MTZ vs ENB
+100.6%
+400.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -2.5% | +12.1% | +11.2% |
| 7D | -6.4% | -5.2% | -1.2% | -3.3% |
| 30D | -22.1% | +2.2% | -24.2% | -23.4% |
| 3M | -32.7% | -8.1% | -24.6% | -29.3% |
| 6M | -59.8% | -11.2% | -48.6% | -57.1% |
| YTD | -19.9% | +2.0% | -21.9% | -22.4% |
| 1Y | -11.5% | +4.1% | -15.5% | -15.5% |
| 3Y | +258.1% | +64.7% | +193.3% | +146.6% |
| 5Y | +85.5% | +46.6% | +38.9% | +37.3% |
| All | +501.4% | +100.6% | +400.8% | +267.0% |
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