+95.7%
ENB vs MOD
+911.6%
-816.0%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +5.7% | -8.2% | -3.1% |
| 7D | -5.2% | -25.5% | +20.4% | -2.9% |
| 30D | +2.2% | -49.0% | +51.2% | +8.2% |
| 3M | -8.1% | -49.8% | +41.8% | -2.8% |
| 6M | -11.2% | -64.8% | +53.6% | -3.7% |
| YTD | +2.0% | -27.6% | +29.6% | +1.8% |
| 1Y | +4.1% | -35.2% | +39.3% | +4.6% |
| 3Y | +64.7% | +137.1% | -72.4% | +34.2% |
| 5Y | +46.6% | +760.3% | -713.7% | -3.1% |
| All | +95.7% | +911.6% | -816.0% | +21.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 MOD 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