+3,134.4%
MTZ vs ENB
+11,799.4%
-8,665.0%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.9% | +3.0% | +2.5% |
| 7D | -1.6% | -0.2% | -1.4% | -1.5% |
| 30D | -11.1% | -2.2% | -8.8% | -10.3% |
| 3M | -36.7% | -10.5% | -26.2% | -33.9% |
| 6M | -21.9% | -5.1% | -16.9% | -20.6% |
| YTD | +9.1% | +9.0% | +0.2% | +4.6% |
| 1Y | +30.0% | +8.2% | +21.7% | +24.8% |
| 3Y | +138.5% | +67.8% | +70.7% | +90.1% |
| 5Y | +158.3% | +69.4% | +89.0% | +105.8% |
| 10Y | +700.8% | +117.5% | +583.3% | +475.7% |
| All | +3,134.4% | +11,799.4% | -8,665.0% | +1,746.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling