-100.0%
SQQQ vs MARA
-78.5%
-21.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -4.1% | +7.4% | +2.9% |
| 7D | +4.1% | -1.5% | +5.5% | +4.0% |
| 30D | +4.6% | +18.1% | -13.5% | +6.6% |
| 3M | -10.4% | -9.4% | -1.0% | -9.8% |
| 6M | -42.1% | +33.4% | -75.5% | -39.0% |
| YTD | -40.3% | +27.3% | -67.6% | -36.6% |
| 1Y | -50.2% | -27.9% | -22.3% | -48.9% |
| 3Y | -89.4% | +4.8% | -94.2% | -87.5% |
| 5Y | -94.7% | -68.0% | -26.6% | -93.1% |
| 10Y | -100.0% | -74.7% | -25.3% | -99.9% |
| All | -100.0% | -78.5% | -21.5% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling