+152.5%
QQQM vs MOD
+2,511.9%
-2,359.4%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.3% | +3.0% | +0.3% |
| 7D | +1.0% | +3.6% | -2.6% | +0.4% |
| 30D | -0.6% | -2.6% | +2.0% | -0.4% |
| 3M | +1.3% | -33.1% | +34.4% | +7.4% |
| 6M | +18.2% | -7.5% | +25.7% | +18.0% |
| YTD | +16.9% | +39.3% | -22.4% | +8.2% |
| 1Y | +24.0% | +34.3% | -10.2% | +14.5% |
| 3Y | +96.0% | +296.2% | -200.2% | +45.4% |
| 5Y | +95.2% | +1,504.6% | -1,409.4% | +13.5% |
| All | +152.5% | +2,511.9% | -2,359.4% | +44.8% |
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 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