-89.3%
SQQQ vs MGY
+25.2%
-114.5%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.2% | -2.8% | -2.5% |
| 7D | +1.8% | +3.5% | -1.7% | +3.4% |
| 30D | +4.2% | +5.3% | -1.1% | +6.5% |
| 3M | -3.3% | +2.6% | -5.9% | -3.3% |
| 6M | -43.6% | -3.3% | -40.4% | -45.7% |
| YTD | -41.9% | +29.2% | -71.1% | -31.1% |
| 1Y | -50.6% | +18.0% | -68.7% | -44.9% |
| 3Y | -89.3% | +30.0% | -119.3% | -85.1% |
| All | -89.3% | +25.2% | -114.5% | -85.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MGY.
Daily Out/Under-Performance
Portfolio return minus MGY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MGY 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 MGY 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