-100.0%
SQQQ vs MOD
+1,013.1%
-1,113.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.9% | +4.7% | +0.3% |
| 7D | +1.9% | -17.8% | +19.7% | -6.1% |
| 30D | +32.2% | -43.2% | +75.4% | +2.6% |
| 3M | +17.1% | -46.0% | +63.1% | -9.8% |
| 6M | +5.4% | -62.2% | +67.7% | -27.3% |
| YTD | -33.9% | -22.8% | -11.1% | -30.8% |
| 1Y | -31.3% | -35.5% | +4.2% | -32.6% |
| 3Y | -87.6% | +128.2% | -215.9% | -66.7% |
| 5Y | -93.3% | +791.6% | -884.9% | -51.6% |
| 10Y | -100.0% | +886.3% | -986.3% | -99.5% |
| All | -100.0% | +1,013.1% | -1,113.1% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling