+1,570.9%
QQQ vs MOD
+847.3%
+723.6%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.3% | -4.1% | -0.7% |
| 7D | +0.4% | +9.6% | -9.2% | -1.5% |
| 30D | +0.2% | 0.0% | +0.2% | 0.0% |
| 3M | -2.8% | -35.4% | +32.6% | +5.0% |
| 6M | +18.0% | -7.3% | +25.3% | +17.3% |
| YTD | +17.3% | +45.8% | -28.5% | +5.5% |
| 1Y | +25.6% | +43.1% | -17.6% | +12.1% |
| 3Y | +93.7% | +297.7% | -203.9% | +31.9% |
| 5Y | +94.2% | +1,478.8% | -1,384.6% | -4.6% |
| 10Y | +557.9% | +1,633.4% | -1,075.5% | +166.4% |
| All | +1,570.9% | +847.3% | +723.6% | +405.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling