-100.0%
SQQQ vs MDLZ
+380.5%
-480.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | 0.0% | -2.5% | -2.6% |
| 7D | +1.8% | +1.9% | -0.1% | +4.2% |
| 30D | +4.2% | +0.4% | +3.7% | +4.5% |
| 3M | -3.3% | -0.6% | -2.7% | -7.6% |
| 6M | -43.6% | +14.7% | -58.4% | -35.0% |
| YTD | -41.9% | +18.0% | -59.9% | -31.0% |
| 1Y | -50.6% | +4.1% | -54.8% | -51.1% |
| 3Y | -89.3% | -4.6% | -84.7% | -90.8% |
| 5Y | -94.8% | +18.4% | -113.2% | -92.5% |
| 10Y | -100.0% | +88.0% | -188.0% | -99.8% |
| All | -100.0% | +380.5% | -480.5% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MDLZ.
Daily Out/Under-Performance
Portfolio return minus MDLZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDLZ 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 MDLZ 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