-89.3%
SQQQ vs MCO
+42.6%
-131.9%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.6% | -4.2% | -0.9% |
| 7D | +1.8% | -3.8% | +5.6% | -2.1% |
| 30D | +4.2% | -0.4% | +4.5% | +4.0% |
| 3M | -3.3% | +7.7% | -11.0% | +5.2% |
| 6M | -43.6% | +7.0% | -50.6% | -38.9% |
| YTD | -41.9% | -6.4% | -35.5% | -47.1% |
| 1Y | -50.6% | -7.6% | -43.0% | -56.5% |
| 3Y | -89.3% | +43.2% | -132.5% | -77.7% |
| All | -89.3% | +42.6% | -131.9% | -77.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling