-89.4%
SQQQ vs MCD
-2.6%
-86.8%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.8% | +0.7% |
| 7D | -2.7% | -2.9% | +0.2% | -3.1% |
| 30D | +2.4% | -6.7% | +9.1% | +1.3% |
| 3M | -8.0% | -9.6% | +1.6% | -10.1% |
| 6M | -43.9% | -22.3% | -21.6% | -48.6% |
| YTD | -42.2% | -15.4% | -26.8% | -45.1% |
| 1Y | -51.8% | -16.8% | -35.0% | -54.6% |
| All | -89.4% | -2.6% | -86.8% | -89.6% |
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