+2,067.4%
MTZ vs ENB
+11,329.0%
-9,261.6%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -1.4% | -3.8% | -4.6% |
| 7D | -10.6% | -2.4% | -8.3% | -9.7% |
| 30D | -30.4% | +3.4% | -33.8% | -31.4% |
| 3M | -40.4% | -6.1% | -34.3% | -39.0% |
| 6M | -63.7% | -10.0% | -53.6% | -62.2% |
| YTD | -26.9% | +4.7% | -31.5% | -28.8% |
| 1Y | -20.2% | +7.5% | -27.7% | -23.2% |
| 3Y | +208.1% | +69.1% | +139.0% | +145.0% |
| 5Y | +69.4% | +50.4% | +19.0% | +41.3% |
| 10Y | +440.6% | +108.0% | +332.6% | +296.0% |
| All | +2,067.4% | +11,329.0% | -9,261.6% | +1,156.4% |
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 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