+4.2%
ENB vs MOD
-6.2%
+10.4%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +27.9% | -27.4% | +0.2% |
| 7D | +3.1% | +40.4% | -37.3% | +2.7% |
| 30D | +2.1% | -14.0% | +16.1% | +2.1% |
| 3M | -4.4% | -33.3% | +28.9% | -4.2% |
| 6M | -10.1% | -51.4% | +41.4% | -9.2% |
| YTD | +5.2% | +1.6% | +3.6% | +2.5% |
| 1Y | +4.2% | +5.4% | -1.1% | +1.7% |
| All | +4.2% | -6.2% | +10.4% | +1.7% |
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