-100.0%
SQQQ vs MCHP
+733.2%
-833.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -2.0% | +5.2% | +1.0% |
| 7D | +4.1% | -2.1% | +6.2% | +1.6% |
| 30D | +4.6% | -11.1% | +15.7% | -8.5% |
| 3M | -10.4% | -18.1% | +7.7% | -22.7% |
| 6M | -42.1% | +10.8% | -52.9% | -24.4% |
| YTD | -40.3% | +14.2% | -54.6% | -18.3% |
| 1Y | -50.2% | +13.5% | -63.6% | -30.0% |
| 3Y | -89.4% | -2.0% | -87.4% | -80.8% |
| 5Y | -94.7% | +1.4% | -96.0% | -81.4% |
| 10Y | -100.0% | +195.5% | -295.5% | -98.5% |
| All | -100.0% | +733.2% | -833.2% | -99.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling