+820.4%
MOD vs QID
-78.0%
+898.3%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -4.6% | +8.1% | +0.3% |
| 7D | +8.2% | -1.1% | +9.4% | +9.0% |
| 30D | -38.2% | +14.4% | -52.6% | -30.4% |
| 3M | -46.2% | +6.7% | -52.9% | -41.5% |
| 6M | -62.5% | +2.6% | -65.1% | -58.1% |
| YTD | -20.1% | -24.2% | +4.1% | -24.4% |
| 1Y | -29.7% | -22.3% | -7.4% | -31.3% |
| 3Y | +136.2% | -72.0% | +208.3% | +64.1% |
| 5Y | +820.4% | -78.2% | +898.5% | +521.0% |
| All | +820.4% | -78.0% | +898.3% | +521.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling