+39.3%
MTZ vs ENB
+8.5%
+30.8%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.8% | +3.0% | +3.7% |
| 7D | +3.6% | -0.5% | +4.0% | +3.6% |
| 30D | -9.6% | -0.2% | -9.4% | -9.6% |
| 3M | -31.9% | -7.5% | -24.4% | -31.1% |
| 6M | -13.8% | -4.1% | -9.7% | -13.6% |
| YTD | +13.3% | +9.8% | +3.4% | +12.9% |
| 1Y | +39.3% | +8.7% | +30.6% | +43.1% |
| All | +39.3% | +8.5% | +30.8% | +43.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling