+96.6%
QQQM vs MOD
+312.9%
-216.4%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | +0.1% |
| 7D | +1.5% | +6.3% | -4.8% | +0.4% |
| 30D | -0.7% | -1.7% | +1.0% | -0.5% |
| 3M | +0.4% | -30.1% | +30.6% | +6.2% |
| 6M | +20.1% | +2.7% | +17.4% | +17.6% |
| YTD | +17.2% | +44.1% | -26.8% | +6.9% |
| 1Y | +24.7% | +38.7% | -14.0% | +13.3% |
| 3Y | +96.6% | +309.8% | -213.2% | +34.4% |
| All | +96.6% | +312.9% | -216.4% | +34.4% |
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