-100.0%
SQQQ vs MCD
+578.6%
-678.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.6% | +4.3% | +2.9% |
| 7D | -11.0% | -1.6% | -9.3% | -13.0% |
| 30D | +17.9% | +14.1% | +3.8% | +41.4% |
| 3M | +19.5% | +0.6% | +18.9% | +18.9% |
| 6M | +4.2% | 0.0% | +4.2% | +0.2% |
| YTD | -35.6% | -9.3% | -26.3% | -46.7% |
| 1Y | -37.7% | -9.3% | -28.4% | -48.7% |
| 3Y | -88.0% | +8.6% | -96.7% | -86.6% |
| 5Y | -93.1% | +21.9% | -115.0% | -88.8% |
| 10Y | -100.0% | +202.8% | -302.7% | -99.5% |
| All | -100.0% | +578.6% | -678.6% | -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