+58.8%
QQQI vs MOD
+195.7%
-137.0%
-20.0%
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% | -0.5% |
| 7D | +0.4% | +9.6% | -9.2% | -1.0% |
| 30D | +1.0% | 0.0% | +1.0% | +0.8% |
| 3M | -1.2% | -35.4% | +34.2% | +4.6% |
| 6M | +11.6% | -7.3% | +18.9% | +11.2% |
| YTD | +11.7% | +45.8% | -34.1% | +3.3% |
| 1Y | +18.7% | +43.1% | -24.5% | +9.0% |
| All | +58.8% | +195.7% | -137.0% | +29.6% |
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