+3.2%
ENB vs MOD
-33.2%
+36.4%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.5% | -3.2% | +0.3% |
| 7D | -1.8% | +8.2% | -10.0% | -1.9% |
| 30D | +2.0% | -38.2% | +40.2% | +2.5% |
| 3M | -5.8% | -46.2% | +40.4% | -5.2% |
| 6M | -9.7% | -62.5% | +52.9% | -8.4% |
| YTD | +4.2% | -20.1% | +24.3% | +1.9% |
| 1Y | +3.2% | -29.7% | +32.9% | +0.8% |
| All | +3.2% | -33.2% | +36.4% | +0.8% |
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