+122.3%
ETN vs MOD
+832.8%
-710.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +9.9% | -4.7% | +1.7% |
| 7D | -1.8% | -13.9% | +12.1% | +2.9% |
| 30D | -16.4% | -41.5% | +25.2% | -0.2% |
| 3M | -19.9% | -45.7% | +25.8% | -2.5% |
| 6M | -10.3% | -61.1% | +50.8% | +20.7% |
| YTD | +13.8% | -20.5% | +34.2% | +19.2% |
| 1Y | -3.1% | -32.1% | +29.1% | +6.0% |
| 3Y | +70.1% | +146.5% | -76.3% | +19.1% |
| 5Y | +122.3% | +812.7% | -690.4% | +8.0% |
| All | +122.3% | +832.8% | -710.5% | +8.0% |
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