+56.8%
QQQI vs MOD
+172.3%
-115.5%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.6% | +2.7% | -0.4% |
| 7D | -1.0% | -3.9% | +2.9% | -0.5% |
| 30D | -0.6% | -9.6% | +9.0% | +0.8% |
| 3M | +3.4% | -30.6% | +33.9% | +8.4% |
| 6M | +10.6% | -10.9% | +21.6% | +11.0% |
| YTD | +10.3% | +34.3% | -24.0% | +3.3% |
| 1Y | +16.3% | +18.3% | -2.0% | +10.2% |
| All | +56.8% | +172.3% | -115.5% | +29.5% |
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