+68.8%
ENB vs MOD
+300.6%
-231.8%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.3% | -5.2% | -1.0% |
| 7D | -0.2% | +9.6% | -9.8% | -0.5% |
| 30D | -2.2% | 0.0% | -2.3% | -2.3% |
| 3M | -10.5% | -35.4% | +24.9% | -9.4% |
| 6M | -5.1% | -7.3% | +2.2% | -5.4% |
| YTD | +9.0% | +45.8% | -36.8% | +6.5% |
| 1Y | +8.2% | +43.1% | -34.9% | +5.6% |
| All | +68.8% | +300.6% | -231.8% | +43.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling