+51.8%
QQQI vs MOD
+106.1%
-54.3%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +27.9% | -28.8% | -4.8% |
| 7D | +3.3% | +40.4% | -37.1% | -2.1% |
| 30D | -5.8% | -14.0% | +8.2% | -4.6% |
| 3M | -5.0% | -33.3% | +28.3% | -0.6% |
| 6M | -3.2% | -51.4% | +48.2% | +5.2% |
| YTD | +6.8% | +1.6% | +5.2% | +2.8% |
| 1Y | +9.0% | +5.4% | +3.6% | +3.9% |
| All | +51.8% | +106.1% | -54.3% | +29.0% |
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