+542.4%
QQQ vs MOD
+822.6%
-280.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.2% |
| 7D | +6.4% | +16.1% | -9.7% | +3.9% |
| 30D | -7.5% | -38.5% | +31.1% | -0.9% |
| 3M | -4.8% | -46.8% | +42.0% | +3.8% |
| 6M | -2.5% | -61.6% | +59.1% | +10.8% |
| YTD | +12.4% | -20.5% | +32.9% | +13.0% |
| 1Y | +11.3% | -28.0% | +39.3% | +13.0% |
| 3Y | +85.0% | +134.9% | -50.0% | +50.9% |
| 5Y | +79.6% | +833.2% | -753.5% | +17.2% |
| All | +542.4% | +822.6% | -280.2% | +294.7% |
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