+77.5%
QQQ vs MOD
+1,086.9%
-1,009.4%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +27.9% | -29.1% | -6.2% |
| 7D | +3.6% | +40.4% | -36.8% | -3.3% |
| 30D | -6.7% | -14.0% | +7.3% | -5.4% |
| 3M | -7.0% | -33.3% | +26.3% | -1.6% |
| 6M | -4.7% | -51.4% | +46.7% | +5.9% |
| YTD | +11.1% | +1.6% | +9.4% | +5.6% |
| 1Y | +12.3% | +5.4% | +6.9% | +5.4% |
| 3Y | +83.3% | +191.0% | -107.7% | +30.0% |
| All | +77.5% | +1,086.9% | -1,009.4% | -14.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling