-89.3%
SQQQ vs MDT
+25.0%
-114.3%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.7% | -1.9% | -2.8% |
| 7D | +1.8% | -3.4% | +5.2% | +0.6% |
| 30D | +4.2% | +0.2% | +3.9% | +4.2% |
| 3M | -3.3% | +14.3% | -17.5% | +1.6% |
| 6M | -43.6% | +4.0% | -47.7% | -44.3% |
| YTD | -41.9% | -3.7% | -38.2% | -44.9% |
| 1Y | -50.6% | -0.4% | -50.3% | -52.1% |
| 3Y | -89.3% | +23.3% | -112.6% | -88.2% |
| All | -89.3% | +25.0% | -114.3% | -88.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling