+11,329.0%
ENB vs MOD
+1,544.7%
+9,784.3%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -7.3% | +5.9% | -0.7% |
| 7D | -2.4% | -34.2% | +31.8% | +1.1% |
| 30D | +3.4% | -51.9% | +55.3% | +9.9% |
| 3M | -6.1% | -53.0% | +46.9% | -0.2% |
| 6M | -10.0% | -66.4% | +56.3% | -2.2% |
| YTD | +4.7% | -31.5% | +36.2% | +5.5% |
| 1Y | +7.5% | -39.6% | +47.1% | +9.2% |
| 3Y | +69.1% | +116.8% | -47.7% | +45.4% |
| 5Y | +50.4% | +713.8% | -663.4% | +10.2% |
| 10Y | +108.0% | +882.7% | -774.7% | +38.7% |
| All | +11,329.0% | +1,544.7% | +9,784.3% | +7,000.4% |
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 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