+59.6%
MTZ vs ENB
+50.3%
+9.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -1.4% | -3.8% | -4.4% |
| 7D | -10.6% | -2.4% | -8.3% | -9.3% |
| 30D | -30.4% | +3.4% | -33.8% | -31.8% |
| 3M | -40.4% | -6.1% | -34.3% | -38.3% |
| 6M | -63.7% | -10.0% | -53.6% | -61.6% |
| YTD | -26.9% | +4.7% | -31.5% | -30.4% |
| 1Y | -20.2% | +7.5% | -27.7% | -25.6% |
| 3Y | +208.1% | +69.1% | +139.0% | +101.8% |
| All | +59.6% | +50.3% | +9.3% | +19.2% |
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