+22.7%
QQQM vs MOD
+25.1%
-2.5%
-12.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.6% | +2.5% | -0.5% |
| 7D | -1.3% | -3.9% | +2.7% | -0.7% |
| 30D | -1.4% | -9.6% | +8.2% | +0.1% |
| 3M | +2.2% | -30.6% | +32.7% | +7.3% |
| 6M | +16.9% | -10.9% | +27.8% | +18.7% |
| YTD | +15.7% | +34.3% | -18.6% | +11.6% |
| 1Y | +22.7% | +18.3% | +4.4% | +19.5% |
| All | +22.7% | +25.1% | -2.5% | +19.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling