+11,799.4%
ENB vs MOD
+3,565.2%
+8,234.1%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.3% | -5.2% | -1.2% |
| 7D | -0.2% | +9.6% | -9.8% | -1.1% |
| 30D | -2.2% | 0.0% | -2.3% | -2.4% |
| 3M | -10.5% | -35.4% | +24.9% | -7.4% |
| 6M | -5.1% | -7.3% | +2.2% | -5.7% |
| YTD | +9.0% | +45.8% | -36.8% | +3.3% |
| 1Y | +8.2% | +43.1% | -34.9% | +2.1% |
| 3Y | +67.8% | +297.7% | -229.9% | +37.3% |
| 5Y | +69.4% | +1,478.8% | -1,409.4% | +17.6% |
| 10Y | +117.5% | +1,633.4% | -1,515.9% | +38.6% |
| All | +11,799.4% | +3,565.2% | +8,234.1% | +6,841.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling