+302.4%
MXL vs ENB
+92.6%
+209.9%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -1.0% | +8.5% | +8.2% |
| 7D | +18.9% | -4.7% | +23.5% | +22.5% |
| 30D | +0.3% | -5.9% | +6.2% | +4.0% |
| 3M | -8.0% | -14.2% | +6.2% | +0.4% |
| 6M | +341.2% | -8.6% | +349.8% | +362.9% |
| YTD | +327.8% | +3.9% | +323.9% | +310.9% |
| 1Y | +364.9% | +1.8% | +363.1% | +351.1% |
| 3Y | +229.2% | +68.5% | +160.7% | +122.1% |
| 5Y | +42.8% | +62.4% | -19.7% | -0.4% |
| All | +302.4% | +92.6% | +209.9% | +136.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling