-99.9%
SQQQ vs MDB
+978.8%
-1,078.7%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.5% | +3.8% | -1.6% |
| 7D | -4.2% | -18.0% | +13.9% | -13.9% |
| 30D | +2.4% | -10.7% | +13.2% | -2.6% |
| 3M | -5.7% | +1.0% | -6.6% | -2.0% |
| 6M | -46.6% | +31.6% | -78.2% | -33.4% |
| YTD | -42.7% | -15.2% | -27.5% | -42.7% |
| 1Y | -52.6% | +10.1% | -62.7% | -43.1% |
| 3Y | -89.8% | -5.6% | -84.2% | -84.5% |
| 5Y | -94.7% | -24.5% | -70.2% | -86.5% |
| All | -99.9% | +978.8% | -1,078.7% | -98.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling