+321.2%
MOD vs QID
-73.9%
+395.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.4% | +4.7% | +4.0% |
| 7D | +9.6% | -0.6% | +10.2% | +9.0% |
| 30D | 0.0% | 0.0% | 0.0% | +0.6% |
| 3M | -35.4% | +3.7% | -39.1% | -29.1% |
| 6M | -7.3% | -29.9% | +22.6% | -25.7% |
| YTD | +45.8% | -28.8% | +74.6% | +18.9% |
| 1Y | +43.1% | -37.2% | +80.3% | +8.2% |
| All | +321.2% | -73.9% | +395.0% | +110.3% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 3y: compounded portfolio wealth divided by compounded QID 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…
3y analysis · Full analysis span regression · 6 months rolling