-94.7%
SQQQ vs MCD
+19.5%
-114.2%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.8% | 0.0% |
| 7D | -2.7% | -2.9% | +0.2% | -5.2% |
| 30D | +2.4% | -6.7% | +9.1% | -4.0% |
| 3M | -8.0% | -9.6% | +1.6% | -17.3% |
| 6M | -43.9% | -22.3% | -21.6% | -58.0% |
| YTD | -42.2% | -15.4% | -26.8% | -52.2% |
| 1Y | -51.8% | -16.8% | -35.0% | -61.2% |
| 3Y | -89.7% | -2.4% | -87.3% | -89.4% |
| 5Y | -94.7% | +19.4% | -114.1% | -89.7% |
| All | -94.7% | +19.5% | -114.2% | -89.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling