-100.0%
SQQQ vs MDY
+547.1%
-647.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.9% | +4.2% | +1.0% |
| 7D | +4.1% | -2.5% | +6.6% | -2.2% |
| 30D | +4.6% | -5.0% | +9.7% | -7.4% |
| 3M | -10.4% | +0.5% | -10.9% | -6.2% |
| 6M | -42.1% | +8.0% | -50.1% | -24.7% |
| YTD | -40.3% | +12.2% | -52.5% | -13.8% |
| 1Y | -50.2% | +14.0% | -64.2% | -23.2% |
| 3Y | -89.4% | +48.2% | -137.6% | -57.1% |
| 5Y | -94.7% | +46.1% | -140.7% | -64.6% |
| 10Y | -100.0% | +173.8% | -273.7% | -97.5% |
| All | -100.0% | +547.1% | -647.1% | -99.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling