-22.1%
SQQQ vs MCK
+27.9%
-49.9%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +19.2% | +0.2% | +19.0% | +19.1% |
| 7D | +31.0% | +9.3% | +21.7% | +26.0% |
| 30D | +55.7% | +16.3% | +39.4% | +46.0% |
| 3M | +31.2% | +22.3% | +8.9% | +20.2% |
| 6M | +5.1% | +34.1% | -29.0% | -8.3% |
| YTD | -24.9% | +31.1% | -55.9% | -36.2% |
| 1Y | -22.1% | +27.5% | -49.5% | -33.2% |
| All | -22.1% | +27.9% | -49.9% | -33.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MCK.
Daily Out/Under-Performance
Portfolio return minus MCK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCK 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 1y: compounded portfolio wealth divided by compounded MCK 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…
1y analysis · Full analysis span regression · 6 months rolling