-100.0%
SQQQ vs MCO
+393.6%
-493.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.6% | -4.2% | 0.0% |
| 7D | +1.8% | -3.8% | +5.6% | -4.0% |
| 30D | +4.2% | -0.4% | +4.5% | +3.5% |
| 3M | -3.3% | +7.7% | -11.0% | +7.6% |
| 6M | -43.6% | +7.0% | -50.6% | -37.9% |
| YTD | -41.9% | -6.4% | -35.5% | -48.6% |
| 1Y | -50.6% | -7.6% | -43.0% | -57.6% |
| 3Y | -89.3% | +43.2% | -132.5% | -74.5% |
| 5Y | -94.8% | +29.6% | -124.4% | -82.7% |
| All | -100.0% | +393.6% | -493.6% | -98.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 MCO 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