+19,963.1%
ETN vs MOD
+3,565.2%
+16,397.8%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +4.3% | -0.8% | +2.4% |
| 7D | +2.0% | +9.6% | -7.6% | -0.3% |
| 30D | -7.9% | 0.0% | -7.9% | -8.0% |
| 3M | -1.6% | -35.4% | +33.8% | +9.1% |
| 6M | +16.9% | -7.3% | +24.2% | +17.7% |
| YTD | +30.1% | +45.8% | -15.7% | +16.4% |
| 1Y | +19.3% | +43.1% | -23.8% | +6.3% |
| 3Y | +82.5% | +297.7% | -215.1% | +22.4% |
| 5Y | +166.8% | +1,478.8% | -1,311.9% | +24.8% |
| 10Y | +649.7% | +1,633.4% | -983.7% | +194.3% |
| All | +19,963.1% | +3,565.2% | +16,397.8% | +5,780.1% |
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