-6.0%
MTZ vs ENB
+3.3%
-9.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +1.1% | +7.5% | +8.5% |
| 7D | -2.4% | -3.7% | +1.2% | -2.2% |
| 30D | -11.1% | +1.7% | -12.8% | -11.3% |
| 3M | -30.6% | -6.3% | -24.3% | -30.0% |
| 6M | -54.4% | -9.2% | -45.2% | -53.9% |
| YTD | -13.0% | +3.1% | -16.1% | -11.3% |
| All | -6.0% | +3.3% | -9.2% | -3.7% |
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