-11.5%
MTZ vs ENB
+5.2%
-16.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -2.5% | +12.1% | +9.6% |
| 7D | -6.4% | -5.2% | -1.2% | -6.1% |
| 30D | -22.1% | +2.2% | -24.2% | -22.3% |
| 3M | -32.7% | -8.1% | -24.6% | -32.0% |
| 6M | -59.8% | -11.2% | -48.6% | -59.3% |
| YTD | -19.9% | +2.0% | -21.9% | -18.6% |
| 1Y | -11.5% | +4.1% | -15.5% | -9.9% |
| All | -11.5% | +5.2% | -16.7% | -9.9% |
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 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