-100.0%
SQQQ vs MAR
+1,484.1%
-1,584.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | 0.0% | +1.8% |
| 7D | -2.7% | -0.5% | -2.2% | -3.2% |
| 30D | +2.4% | -4.7% | +7.1% | -2.9% |
| 3M | -8.0% | -15.6% | +7.6% | -24.3% |
| 6M | -43.9% | +1.2% | -45.2% | -42.2% |
| YTD | -42.2% | +7.5% | -49.7% | -35.8% |
| 1Y | -51.8% | +26.6% | -78.4% | -35.1% |
| 3Y | -89.7% | +66.0% | -155.7% | -76.3% |
| 5Y | -94.7% | +154.1% | -248.8% | -72.8% |
| 10Y | -100.0% | +441.9% | -541.8% | -99.3% |
| All | -100.0% | +1,484.1% | -1,584.1% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR 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 MAR 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