-100.0%
SQQQ vs MDT
+225.3%
-325.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.3% | +3.6% | +2.9% |
| 7D | +4.1% | -1.6% | +5.7% | +1.9% |
| 30D | +4.6% | +1.0% | +3.6% | +5.7% |
| 3M | -10.4% | +15.2% | -25.6% | +5.8% |
| 6M | -42.1% | +3.7% | -45.8% | -41.2% |
| YTD | -40.3% | -3.0% | -37.4% | -44.9% |
| 1Y | -50.2% | +2.5% | -52.7% | -50.3% |
| 3Y | -89.4% | +26.5% | -115.9% | -84.6% |
| 5Y | -94.7% | -18.3% | -76.4% | -95.1% |
| 10Y | -100.0% | +40.2% | -140.1% | -99.9% |
| All | -100.0% | +225.3% | -325.3% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling