-100.0%
SQQQ vs MOD
+1,051.9%
-1,151.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +3.5% | -10.4% | -5.1% |
| 7D | -2.4% | +8.2% | -10.7% | +3.4% |
| 30D | +20.6% | -38.2% | +58.7% | -2.1% |
| 3M | +7.8% | -46.2% | +54.0% | -16.9% |
| 6M | -1.0% | -62.5% | +61.5% | -32.0% |
| YTD | -38.5% | -20.1% | -18.4% | -34.3% |
| 1Y | -36.6% | -29.7% | -6.9% | -34.8% |
| 3Y | -88.5% | +136.2% | -224.7% | -68.4% |
| 5Y | -93.7% | +820.4% | -914.0% | -53.6% |
| 10Y | -100.0% | +839.8% | -939.8% | -99.5% |
| All | -100.0% | +1,051.9% | -1,151.9% | -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