+100.2%
ENB vs MOD
+920.5%
-820.3%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.9% | +3.7% | +1.0% |
| 7D | -2.4% | -17.8% | +15.4% | -1.0% |
| 30D | +2.5% | -43.2% | +45.7% | +7.4% |
| 3M | -5.8% | -46.0% | +40.3% | -1.1% |
| 6M | -8.5% | -62.2% | +53.7% | -1.4% |
| YTD | +3.9% | -22.8% | +26.7% | +3.1% |
| 1Y | +3.7% | -35.5% | +39.2% | +4.3% |
| 3Y | +70.1% | +128.2% | -58.2% | +39.5% |
| 5Y | +53.2% | +791.6% | -738.4% | +0.9% |
| 10Y | +100.2% | +886.3% | -786.1% | +21.3% |
| All | +100.2% | +920.5% | -820.3% | +21.3% |
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