-94.7%
SQQQ vs MDB
-22.0%
-72.7%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +4.3% | -1.1% | +5.5% |
| 7D | +4.1% | -2.8% | +6.8% | +2.5% |
| 30D | +4.6% | -14.9% | +19.5% | -2.8% |
| 3M | -10.4% | +7.3% | -17.8% | -4.0% |
| 6M | -42.1% | +38.2% | -80.3% | -26.5% |
| YTD | -40.3% | -10.9% | -29.4% | -38.9% |
| 1Y | -50.2% | +11.6% | -61.8% | -40.2% |
| 3Y | -89.4% | -0.9% | -88.5% | -83.5% |
| 5Y | -94.7% | -23.5% | -71.1% | -86.3% |
| All | -94.7% | -22.0% | -72.7% | -86.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB 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 5y: compounded portfolio wealth divided by compounded MDB 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…
5y analysis · Full analysis span regression · 6 months rolling