+398.0%
MTZ vs ENB
+106.5%
+291.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.3% | -0.7% |
| 7D | +5.0% | +1.7% | +3.3% | +3.9% |
| 30D | -6.0% | +0.7% | -6.7% | -6.6% |
| 3M | -36.1% | -5.8% | -30.3% | -33.9% |
| 6M | -56.9% | -11.3% | -45.5% | -53.8% |
| YTD | -15.9% | +3.7% | -19.6% | -19.4% |
| 1Y | -3.8% | +2.8% | -6.6% | -7.4% |
| 3Y | +272.3% | +67.7% | +204.6% | +152.3% |
| 5Y | +91.1% | +57.1% | +33.9% | +34.5% |
| All | +398.0% | +106.5% | +291.5% | +198.9% |
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