-94.8%
SQQQ vs MDY
+46.3%
-141.1%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.8% | -3.4% | -0.4% |
| 7D | +1.8% | -1.9% | +3.7% | -3.2% |
| 30D | +4.2% | -4.6% | +8.8% | -8.0% |
| 3M | -3.3% | -1.2% | -2.0% | -3.5% |
| 6M | -43.6% | +9.2% | -52.9% | -22.6% |
| YTD | -41.9% | +13.1% | -54.9% | -11.1% |
| 1Y | -50.6% | +13.0% | -63.6% | -22.7% |
| 3Y | -89.3% | +49.2% | -138.5% | -48.8% |
| All | -94.8% | +46.3% | -141.1% | -58.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 5y: compounded portfolio wealth divided by compounded MDY 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…
5y analysis · Full analysis span regression · 6 months rolling