+62.6%
QLD vs MOD
+720.4%
-657.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -7.3% | -5.5% | -10.0% |
| 7D | -18.6% | -34.2% | +15.6% | -6.0% |
| 30D | -28.3% | -51.9% | +23.6% | -7.1% |
| 3M | -20.4% | -53.0% | +32.7% | +3.2% |
| 6M | -14.3% | -66.4% | +52.1% | +24.1% |
| YTD | +2.8% | -31.5% | +34.3% | +10.1% |
| 1Y | -1.2% | -39.6% | +38.3% | +9.8% |
| 3Y | +135.3% | +116.8% | +18.5% | +39.0% |
| 5Y | +62.6% | +713.8% | -651.2% | -54.1% |
| All | +62.6% | +720.4% | -657.8% | -54.1% |
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