-100.0%
SQQQ vs MCK
+1,608.1%
-1,708.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.1% | -2.7% | -2.5% |
| 7D | +1.8% | -2.9% | +4.7% | -0.5% |
| 30D | +4.2% | +0.4% | +3.7% | +4.4% |
| 3M | -3.3% | +12.1% | -15.4% | +3.9% |
| 6M | -43.6% | -5.4% | -38.2% | -48.1% |
| YTD | -41.9% | +7.8% | -49.7% | -40.0% |
| 1Y | -50.6% | +22.9% | -73.6% | -42.7% |
| 3Y | -89.3% | +110.7% | -200.0% | -79.0% |
| 5Y | -94.8% | +346.2% | -441.0% | -76.3% |
| 10Y | -100.0% | +440.1% | -540.1% | -99.7% |
| All | -100.0% | +1,608.1% | -1,708.1% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling