+53.2%
ENB vs MOD
+796.3%
-743.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.9% | +3.7% | +0.9% |
| 7D | -2.4% | -17.8% | +15.4% | -1.6% |
| 30D | +2.5% | -43.2% | +45.7% | +5.2% |
| 3M | -5.8% | -46.0% | +40.3% | -3.2% |
| 6M | -8.5% | -62.2% | +53.7% | -4.5% |
| YTD | +3.9% | -22.8% | +26.7% | +3.0% |
| 1Y | +3.7% | -35.5% | +39.2% | +3.7% |
| 3Y | +70.1% | +128.2% | -58.2% | +45.7% |
| 5Y | +53.2% | +791.6% | -738.4% | +12.3% |
| All | +53.2% | +796.3% | -743.1% | +12.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling