-100.0%
SQQQ vs MOD
+822.6%
-922.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.5% | +0.7% |
| 7D | -17.4% | +16.1% | -33.5% | -10.7% |
| 30D | +20.4% | -38.5% | +58.9% | 0.0% |
| 3M | +11.2% | -46.8% | +58.1% | -12.0% |
| 6M | -2.6% | -61.6% | +59.0% | -29.0% |
| YTD | -37.9% | -20.5% | -17.4% | -34.2% |
| 1Y | -36.2% | -28.0% | -8.2% | -33.7% |
| 3Y | -88.4% | +134.9% | -223.3% | -72.3% |
| 5Y | -93.4% | +833.2% | -926.5% | -64.7% |
| All | -100.0% | +822.6% | -922.6% | -99.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 MOD 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