-100.0%
SQQQ vs MMM
+55.8%
-155.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.3% | -3.9% | -1.1% |
| 7D | +1.8% | -2.1% | +3.9% | -0.6% |
| 30D | +4.2% | -9.8% | +14.0% | -7.3% |
| 3M | -3.3% | +4.9% | -8.2% | +3.1% |
| 6M | -43.6% | +7.3% | -51.0% | -37.4% |
| YTD | -41.9% | +4.5% | -46.4% | -37.1% |
| 1Y | -50.6% | +5.4% | -56.0% | -45.6% |
| 3Y | -89.3% | +98.6% | -187.9% | -70.0% |
| 5Y | -94.8% | +27.4% | -122.2% | -90.2% |
| All | -100.0% | +55.8% | -155.8% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MMM.
Daily Out/Under-Performance
Portfolio return minus MMM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MMM 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 MMM 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