-100.0%
SQQQ vs MDT
+39.8%
-139.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.7% | -1.9% | -3.4% |
| 7D | +1.8% | -3.4% | +5.2% | -2.3% |
| 30D | +4.2% | +0.2% | +3.9% | +4.1% |
| 3M | -3.3% | +14.3% | -17.5% | +11.5% |
| 6M | -43.6% | +4.0% | -47.7% | -42.7% |
| YTD | -41.9% | -3.7% | -38.2% | -46.6% |
| 1Y | -50.6% | -0.4% | -50.3% | -52.6% |
| 3Y | -89.3% | +23.3% | -112.6% | -85.2% |
| 5Y | -94.8% | -18.9% | -75.9% | -95.2% |
| All | -100.0% | +39.8% | -139.8% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MDT.
Daily Out/Under-Performance
Portfolio return minus MDT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDT 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 10y: compounded portfolio wealth divided by compounded MDT 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…
10y analysis · Full analysis span regression · 6 months rolling