+86.4%
QQQM vs MOD
+137.0%
-50.6%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.5% | -1.2% | +1.7% |
| 7D | -0.2% | +8.2% | -8.5% | -1.7% |
| 30D | -7.5% | -38.2% | +30.7% | -0.1% |
| 3M | -3.8% | -46.2% | +42.4% | +6.0% |
| 6M | -3.0% | -62.5% | +59.5% | +12.8% |
| YTD | +12.8% | -20.1% | +32.9% | +13.0% |
| 1Y | +11.6% | -29.7% | +41.3% | +13.8% |
| All | +86.4% | +137.0% | -50.6% | +46.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling