+9,127.5%
QLD vs MOD
+843.0%
+8,284.5%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.3% | -4.0% | -1.2% |
| 7D | +0.6% | +9.6% | -9.0% | -2.6% |
| 30D | -0.1% | 0.0% | -0.2% | -0.4% |
| 3M | -8.4% | -35.4% | +27.0% | +5.7% |
| 6M | +32.2% | -7.3% | +39.5% | +32.5% |
| YTD | +28.9% | +45.8% | -16.9% | +8.2% |
| 1Y | +43.8% | +43.1% | +0.7% | +19.5% |
| 3Y | +176.6% | +297.7% | -121.1% | +48.9% |
| 5Y | +121.6% | +1,478.8% | -1,357.2% | -29.9% |
| 10Y | +1,652.9% | +1,633.4% | +19.5% | +313.6% |
| All | +9,127.5% | +843.0% | +8,284.5% | +2,376.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling