-100.0%
SQQQ vs MMM
+314.3%
-414.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +1.0% | -0.5% |
| 7D | -4.2% | -1.6% | -2.6% | -6.2% |
| 30D | +2.4% | -8.0% | +10.4% | -8.5% |
| 3M | -5.7% | +9.4% | -15.0% | +7.3% |
| 6M | -46.6% | +10.2% | -56.8% | -37.7% |
| YTD | -42.7% | +6.1% | -48.8% | -36.3% |
| 1Y | -52.6% | +10.8% | -63.4% | -43.6% |
| 3Y | -89.8% | +104.8% | -194.6% | -65.2% |
| 5Y | -94.7% | +27.0% | -121.7% | -89.4% |
| 10Y | -100.0% | +53.8% | -153.7% | -99.8% |
| All | -100.0% | +314.3% | -414.3% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling