+538.0%
QQQ vs MOD
+915.9%
-377.9%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.5% | -1.2% | +1.8% |
| 7D | -0.2% | +8.2% | -8.5% | -1.5% |
| 30D | -7.5% | -38.2% | +30.7% | -1.0% |
| 3M | -3.8% | -46.2% | +42.4% | +4.7% |
| 6M | -3.0% | -62.5% | +59.5% | +10.6% |
| YTD | +12.8% | -20.1% | +32.9% | +13.2% |
| 1Y | +11.6% | -29.7% | +41.3% | +13.7% |
| 3Y | +85.6% | +136.2% | -50.6% | +51.3% |
| 5Y | +82.1% | +820.4% | -738.2% | +19.0% |
| 10Y | +538.0% | +839.8% | -301.9% | +290.8% |
| All | +538.0% | +915.9% | -377.9% | +290.8% |
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