+272.3%
MTZ vs ENB
+72.2%
+200.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.5% | -1.8% | -1.5% |
| 7D | +5.0% | +3.1% | +1.9% | +3.7% |
| 30D | -6.0% | +2.1% | -8.1% | -6.9% |
| 3M | -36.1% | -4.4% | -31.7% | -34.9% |
| 6M | -56.9% | -10.1% | -46.8% | -55.0% |
| YTD | -15.9% | +5.2% | -21.1% | -19.8% |
| 1Y | -3.8% | +4.2% | -8.1% | -7.9% |
| 3Y | +272.3% | +70.1% | +202.2% | +130.7% |
| All | +272.3% | +72.2% | +200.1% | +130.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling