-88.0%
SQQQ vs MCD
+9.3%
-97.4%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.6% | +4.3% | +3.7% |
| 7D | -11.0% | -1.6% | -9.3% | -11.0% |
| 30D | +17.9% | +14.1% | +3.8% | +19.0% |
| 3M | +19.5% | +0.6% | +18.9% | +18.8% |
| 6M | +4.2% | 0.0% | +4.2% | +3.2% |
| YTD | -35.6% | -9.3% | -26.3% | -38.3% |
| 1Y | -37.7% | -9.3% | -28.4% | -40.3% |
| 3Y | -88.0% | +8.6% | -96.7% | -87.7% |
| All | -88.0% | +9.3% | -97.4% | -87.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling