-100.0%
SQQQ vs MCHP
+207.0%
-307.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.7% | -6.2% | +1.5% |
| 7D | +1.8% | 0.0% | +1.8% | +2.0% |
| 30D | +4.2% | -6.0% | +10.2% | -2.3% |
| 3M | -3.3% | -19.7% | +16.4% | -18.0% |
| 6M | -43.6% | +14.0% | -57.7% | -24.5% |
| YTD | -41.9% | +18.4% | -60.3% | -17.7% |
| 1Y | -50.6% | +17.1% | -67.7% | -28.7% |
| 3Y | -89.3% | +0.7% | -90.0% | -80.1% |
| 5Y | -94.8% | +5.1% | -99.9% | -81.3% |
| All | -100.0% | +207.0% | -307.0% | -98.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MCHP.
Daily Out/Under-Performance
Portfolio return minus MCHP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCHP 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 10y: compounded portfolio wealth divided by compounded MCHP 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…
10y analysis · Full analysis span regression · 6 months rolling