-99.0%
SQQQ vs MP
+450.8%
-549.8%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.4% | -1.8% | 0.0% |
| 7D | -0.9% | -2.9% | +1.9% | -1.9% |
| 30D | -0.3% | +13.8% | -14.1% | +4.8% |
| 3M | +2.7% | -16.7% | +19.4% | +0.8% |
| 6M | -43.8% | -11.5% | -32.3% | -41.9% |
| YTD | -42.9% | +7.9% | -50.8% | -36.0% |
| 1Y | -53.5% | -15.0% | -38.5% | -49.9% |
| 3Y | -89.4% | +153.5% | -242.9% | -79.1% |
| 5Y | -94.7% | +58.7% | -153.3% | -89.2% |
| All | -99.0% | +450.8% | -549.8% | -97.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MP.
Daily Out/Under-Performance
Portfolio return minus MP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MP 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 MP 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