+556.7%
QQQ vs MOD
+1,504.3%
-947.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | +0.1% |
| 7D | +1.5% | +6.3% | -4.8% | +0.5% |
| 30D | -0.6% | -1.7% | +1.0% | -0.5% |
| 3M | +0.4% | -30.1% | +30.5% | +5.4% |
| 6M | +20.1% | +2.7% | +17.4% | +18.0% |
| YTD | +17.2% | +44.1% | -26.9% | +8.5% |
| 1Y | +24.7% | +38.7% | -14.0% | +15.2% |
| 3Y | +96.2% | +309.8% | -213.6% | +48.0% |
| 5Y | +94.4% | +1,569.7% | -1,475.3% | +17.1% |
| 10Y | +556.7% | +1,520.5% | -963.8% | +272.6% |
| All | +556.7% | +1,504.3% | -947.6% | +272.6% |
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