+128.2%
MOD vs QID
-71.7%
+199.9%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.3% | -4.2% | -1.7% |
| 7D | -17.8% | +1.8% | -19.6% | -15.6% |
| 30D | -43.2% | +21.6% | -64.9% | -29.6% |
| 3M | -46.0% | +12.6% | -58.7% | -36.7% |
| 6M | -62.2% | +6.9% | -69.2% | -55.0% |
| YTD | -22.8% | -20.5% | -2.3% | -27.2% |
| 1Y | -35.5% | -18.1% | -17.4% | -36.0% |
| 3Y | +128.2% | -70.7% | +198.9% | +39.4% |
| All | +128.2% | -71.7% | +199.9% | +39.4% |
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