-100.0%
SQQQ vs MCD
+181.1%
-281.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.2% | +3.4% | +3.0% |
| 7D | +4.1% | -2.5% | +6.6% | +0.7% |
| 30D | +4.6% | -7.0% | +11.7% | -5.0% |
| 3M | -10.4% | -9.8% | -0.6% | -23.0% |
| 6M | -42.1% | -21.8% | -20.3% | -59.4% |
| YTD | -40.3% | -15.6% | -24.8% | -53.6% |
| 1Y | -50.2% | -15.2% | -35.0% | -61.3% |
| 3Y | -89.4% | -2.6% | -86.8% | -89.6% |
| 5Y | -94.7% | +18.9% | -113.5% | -91.5% |
| All | -100.0% | +181.1% | -281.1% | -99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MCD.
Daily Out/Under-Performance
Portfolio return minus MCD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCD 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 MCD 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