+1,426.4%
QQQ vs MOD
+357.8%
+1,068.7%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +5.7% | -4.3% | +0.3% |
| 7D | -5.0% | -25.5% | +20.6% | 0.0% |
| 30D | -13.4% | -49.0% | +35.6% | -2.0% |
| 3M | -8.1% | -49.8% | +41.7% | +3.8% |
| 6M | -5.5% | -64.8% | +59.3% | +13.1% |
| YTD | +7.2% | -27.6% | +34.8% | +9.3% |
| 1Y | +7.8% | -35.2% | +43.0% | +11.6% |
| 3Y | +80.7% | +137.1% | -56.4% | +35.1% |
| 5Y | +69.6% | +760.3% | -690.7% | -6.9% |
| 10Y | +517.8% | +938.8% | -421.1% | +172.9% |
| All | +1,426.4% | +357.8% | +1,068.7% | +427.8% |
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 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