-100.0%
SQQQ vs MARA
-74.3%
-25.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +4.8% | -7.4% | -1.9% |
| 7D | +1.8% | +5.9% | -4.1% | +2.7% |
| 30D | +4.2% | +24.3% | -20.1% | +8.2% |
| 3M | -3.3% | -12.0% | +8.7% | -2.9% |
| 6M | -43.6% | +40.1% | -83.8% | -38.4% |
| YTD | -41.9% | +33.4% | -75.3% | -35.7% |
| 1Y | -50.6% | -23.7% | -26.9% | -48.4% |
| 3Y | -89.3% | +19.0% | -108.3% | -86.0% |
| 5Y | -94.8% | -66.5% | -28.3% | -92.2% |
| All | -100.0% | -74.3% | -25.7% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MARA.
Daily Out/Under-Performance
Portfolio return minus MARA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MARA 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 MARA 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