-100.0%
SQQQ vs MCO
+2,033.5%
-2,133.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.5% | +4.8% | +1.2% |
| 7D | +4.1% | -7.3% | +11.4% | -6.3% |
| 30D | +4.6% | -1.7% | +6.3% | +2.2% |
| 3M | -10.4% | +3.9% | -14.3% | -6.6% |
| 6M | -42.1% | +3.8% | -45.9% | -39.4% |
| YTD | -40.3% | -7.9% | -32.4% | -46.9% |
| 1Y | -50.2% | -6.8% | -43.3% | -55.0% |
| 3Y | -89.4% | +40.9% | -130.3% | -77.8% |
| 5Y | -94.7% | +27.5% | -122.2% | -84.7% |
| 10Y | -100.0% | +381.4% | -481.4% | -98.9% |
| All | -100.0% | +2,033.5% | -2,133.5% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling