+297.0%
MXL vs ENB
+9.4%
+287.6%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | -0.3% | -10.8% | -11.2% |
| 7D | -24.3% | +0.5% | -24.8% | -24.3% |
| 30D | -46.1% | +6.0% | -52.1% | -45.7% |
| 3M | -21.8% | -7.4% | -14.4% | -19.4% |
| 6M | -27.2% | -8.5% | -18.7% | -25.1% |
| YTD | +226.2% | +6.1% | +220.1% | +241.2% |
| 1Y | +297.0% | +9.4% | +287.6% | +329.4% |
| All | +297.0% | +9.4% | +287.6% | +329.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling