+157.9%
MTZ vs ENB
+69.5%
+88.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.9% | +3.0% | +2.6% |
| 7D | -1.6% | -0.2% | -1.4% | -1.5% |
| 30D | -11.1% | -2.2% | -8.8% | -9.9% |
| 3M | -36.7% | -10.5% | -26.2% | -32.5% |
| 6M | -21.9% | -5.1% | -16.9% | -20.1% |
| YTD | +9.1% | +9.0% | +0.2% | +1.5% |
| 1Y | +30.0% | +8.2% | +21.7% | +21.2% |
| 3Y | +138.5% | +67.8% | +70.7% | +58.6% |
| All | +157.9% | +69.5% | +88.4% | +64.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling