+96.6%
QQQ vs MOD
+331.6%
-235.0%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.3% | -4.1% | -0.6% |
| 7D | +0.4% | +9.6% | -9.2% | -1.3% |
| 30D | +0.2% | 0.0% | +0.2% | +0.1% |
| 3M | -2.8% | -35.4% | +32.6% | +4.3% |
| 6M | +18.0% | -7.3% | +25.3% | +17.6% |
| YTD | +17.3% | +45.8% | -28.5% | +6.7% |
| 1Y | +25.6% | +43.1% | -17.6% | +13.3% |
| All | +96.6% | +331.6% | -235.0% | +33.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling