-100.0%
SQQQ vs MCD
+538.0%
-638.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | -2.6% |
| 7D | -0.9% | -2.8% | +1.9% | -5.0% |
| 30D | -0.3% | -6.0% | +5.7% | -9.3% |
| 3M | +2.7% | -5.6% | +8.3% | -8.0% |
| 6M | -43.8% | -21.9% | -22.0% | -62.3% |
| YTD | -42.9% | -14.7% | -28.2% | -56.4% |
| 1Y | -53.5% | -17.3% | -36.3% | -66.5% |
| 3Y | -89.4% | -2.2% | -87.3% | -89.8% |
| 5Y | -94.7% | +20.3% | -115.0% | -91.3% |
| 10Y | -100.0% | +180.7% | -280.7% | -99.6% |
| All | -100.0% | +538.0% | -638.0% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling