+32.8%
MXL vs ENB
+61.9%
-29.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.8% | +0.8% | -0.6% |
| 7D | +16.6% | -4.6% | +21.2% | +20.0% |
| 30D | +0.5% | -5.2% | +5.7% | +3.7% |
| 3M | -3.6% | -13.4% | +9.8% | +4.6% |
| 6M | +328.0% | -7.8% | +335.8% | +345.2% |
| YTD | +297.8% | +4.9% | +292.9% | +277.9% |
| 1Y | +339.4% | +3.2% | +336.2% | +320.4% |
| 3Y | +201.7% | +71.0% | +130.8% | +86.7% |
| 5Y | +32.8% | +64.0% | -31.2% | -12.3% |
| All | +32.8% | +61.9% | -29.2% | -12.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling