+6.8%
ENB vs MOD
-40.7%
+47.5%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -7.3% | +5.9% | -1.3% |
| 7D | -2.4% | -34.2% | +31.8% | -1.9% |
| 30D | +3.4% | -51.9% | +55.3% | +4.2% |
| 3M | -6.1% | -53.0% | +46.9% | -5.3% |
| 6M | -10.0% | -66.4% | +56.3% | -8.7% |
| YTD | +4.7% | -31.5% | +36.2% | +2.5% |
| All | +6.8% | -40.7% | +47.5% | +4.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling