-50.6%
SQQQ vs MDT
+1.7%
-52.4%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.7% | -1.9% | -2.4% |
| 7D | +1.8% | -3.4% | +5.2% | +2.6% |
| 30D | +4.2% | +0.2% | +3.9% | +4.0% |
| 3M | -3.3% | +14.3% | -17.5% | -5.1% |
| 6M | -43.6% | +4.0% | -47.7% | -46.6% |
| YTD | -41.9% | -3.7% | -38.2% | -44.6% |
| 1Y | -50.6% | -0.4% | -50.3% | -54.4% |
| All | -50.6% | +1.7% | -52.4% | -54.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling