+1,520.2%
QLD vs MOD
+915.9%
+604.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +3.5% | +1.1% | +3.6% |
| 7D | -1.2% | +8.2% | -9.4% | -3.4% |
| 30D | -15.7% | -38.2% | +22.5% | -3.2% |
| 3M | -10.0% | -46.2% | +36.2% | +7.2% |
| 6M | -11.2% | -62.5% | +51.3% | +17.0% |
| YTD | +16.4% | -20.1% | +36.5% | +18.8% |
| 1Y | +12.7% | -29.7% | +42.4% | +18.6% |
| 3Y | +152.3% | +136.2% | +16.1% | +74.0% |
| 5Y | +91.8% | +820.4% | -728.6% | -13.7% |
| 10Y | +1,520.2% | +839.8% | +680.4% | +556.4% |
| All | +1,520.2% | +915.9% | +604.3% | +556.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling