+29,083.4%
TQQQ vs MOD
+1,045.8%
+28,037.6%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.6% |
| 7D | +18.6% | +16.1% | +2.5% | +10.0% |
| 30D | -24.0% | -38.5% | +14.5% | -3.4% |
| 3M | -19.6% | -46.8% | +27.2% | +9.2% |
| 6M | -19.8% | -61.6% | +41.8% | +27.9% |
| YTD | +14.3% | -20.5% | +34.8% | +19.6% |
| 1Y | +8.2% | -28.0% | +36.2% | +17.8% |
| 3Y | +203.4% | +134.9% | +68.5% | +64.1% |
| 5Y | +52.2% | +833.2% | -780.9% | -61.7% |
| 10Y | +2,456.4% | +834.8% | +1,621.6% | +334.2% |
| All | +29,083.4% | +1,045.8% | +28,037.6% | +4,409.4% |
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 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