+1,315.8%
QLD vs MOD
+857.0%
+458.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -7.3% | -5.5% | -10.5% |
| 7D | -18.6% | -34.2% | +15.6% | -8.2% |
| 30D | -28.3% | -51.9% | +23.6% | -11.1% |
| 3M | -20.4% | -53.0% | +32.7% | -1.2% |
| 6M | -14.3% | -66.4% | +52.1% | +16.6% |
| YTD | +2.8% | -31.5% | +34.3% | +10.0% |
| 1Y | -1.2% | -39.6% | +38.3% | +8.9% |
| 3Y | +135.3% | +116.8% | +18.5% | +67.3% |
| 5Y | +62.6% | +713.8% | -651.2% | -23.4% |
| All | +1,315.8% | +857.0% | +458.8% | +523.7% |
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