-100.0%
SQQQ vs MKC
+29.9%
-129.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.4% | -3.0% | -2.3% |
| 7D | +1.8% | -1.5% | +3.3% | +0.8% |
| 30D | +4.2% | -3.1% | +7.3% | +1.8% |
| 3M | -3.3% | +5.2% | -8.5% | -0.3% |
| 6M | -43.6% | -12.8% | -30.8% | -50.5% |
| YTD | -41.9% | -23.3% | -18.6% | -54.5% |
| 1Y | -50.6% | -24.1% | -26.5% | -62.1% |
| 3Y | -89.3% | -32.1% | -57.2% | -92.5% |
| 5Y | -94.8% | -32.8% | -62.0% | -96.0% |
| All | -100.0% | +29.9% | -129.8% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 10y: compounded portfolio wealth divided by compounded MKC 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…
10y analysis · Full analysis span regression · 6 months rolling