+86.7%
QLD vs MOD
+780.0%
-693.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -21.4% | +23.3% | +9.7% |
| 7D | -9.4% | -31.3% | +21.9% | +2.7% |
| 30D | -17.1% | -46.1% | +29.1% | +2.7% |
| 3M | -10.4% | -51.1% | +40.7% | +14.1% |
| 6M | +0.7% | -62.1% | +62.8% | +39.1% |
| YTD | +17.7% | -26.2% | +43.9% | +22.4% |
| 1Y | +14.7% | -32.6% | +47.2% | +21.9% |
| 3Y | +169.6% | +133.8% | +35.8% | +54.5% |
| 5Y | +86.7% | +792.8% | -706.1% | -49.1% |
| All | +86.7% | +780.0% | -693.3% | -49.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling