+517.9%
QQQ vs MOD
+1,005.7%
-487.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +9.9% | -6.3% | +2.0% |
| 7D | -0.3% | -13.9% | +13.7% | +1.5% |
| 30D | -9.6% | -41.5% | +32.0% | -2.5% |
| 3M | -5.9% | -45.7% | +39.8% | +2.2% |
| 6M | -4.3% | -61.1% | +56.8% | +8.5% |
| YTD | +11.0% | -20.5% | +31.5% | +11.5% |
| 1Y | +11.9% | -32.1% | +44.1% | +14.7% |
| 3Y | +86.7% | +146.5% | -59.8% | +51.6% |
| 5Y | +77.1% | +812.7% | -735.7% | +16.2% |
| 10Y | +517.9% | +966.8% | -448.9% | +286.7% |
| All | +517.9% | +1,005.7% | -487.8% | +286.7% |
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