+143.6%
QQQM vs MOD
+1,398.2%
-1,254.6%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.5% | -1.2% | +1.7% |
| 7D | -0.2% | +8.2% | -8.5% | -1.6% |
| 30D | -7.5% | -38.2% | +30.7% | -0.6% |
| 3M | -3.8% | -46.2% | +42.4% | +5.2% |
| 6M | -3.0% | -62.5% | +59.5% | +11.5% |
| YTD | +12.8% | -20.1% | +32.9% | +13.2% |
| 1Y | +11.6% | -29.7% | +41.3% | +13.8% |
| 3Y | +85.9% | +136.2% | -50.3% | +49.2% |
| 5Y | +82.7% | +820.4% | -737.6% | +15.3% |
| All | +143.6% | +1,398.2% | -1,254.6% | +51.5% |
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 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