+3,054.7%
TQQQ vs MOD
+1,486.8%
+1,567.9%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.3% | +2.5% | +0.7% |
| 7D | +2.8% | +3.6% | -0.8% | +1.1% |
| 30D | -3.0% | -2.6% | -0.4% | -2.2% |
| 3M | -2.7% | -33.1% | +30.4% | +16.5% |
| 6M | +45.4% | -7.5% | +53.0% | +49.0% |
| YTD | +36.3% | +39.3% | -3.0% | +12.6% |
| 1Y | +53.4% | +34.3% | +19.1% | +26.9% |
| 3Y | +265.6% | +296.2% | -30.6% | +79.3% |
| 5Y | +101.7% | +1,504.6% | -1,402.9% | -46.5% |
| 10Y | +3,054.7% | +1,511.5% | +1,543.2% | +644.1% |
| All | +3,054.7% | +1,486.8% | +1,567.9% | +644.1% |
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