+238.5%
MXL vs ENB
+72.2%
+166.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.5% | -5.9% | -5.5% |
| 7D | +13.4% | +3.1% | +10.3% | +12.7% |
| 30D | -29.2% | +2.1% | -31.4% | -29.5% |
| 3M | -27.2% | -4.4% | -22.8% | -26.1% |
| 6M | -36.4% | -10.1% | -26.4% | -34.3% |
| YTD | +220.0% | +5.2% | +214.8% | +210.9% |
| 1Y | +304.8% | +4.2% | +300.5% | +294.2% |
| 3Y | +238.5% | +70.1% | +168.4% | +132.8% |
| All | +238.5% | +72.2% | +166.3% | +132.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling