-100.0%
SQQQ vs MPC
+1,179.0%
-1,278.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.9% | -3.5% | -2.0% |
| 7D | +1.8% | +1.8% | 0.0% | +3.0% |
| 30D | +4.2% | +14.0% | -9.8% | +12.9% |
| 3M | -3.3% | +52.2% | -55.5% | +25.6% |
| 6M | -43.6% | +75.8% | -119.4% | -20.2% |
| YTD | -41.9% | +146.3% | -188.2% | +3.0% |
| 1Y | -50.6% | +120.8% | -171.4% | -17.9% |
| 3Y | -89.3% | +172.6% | -261.9% | -76.6% |
| 5Y | -94.8% | +678.2% | -773.0% | -73.9% |
| All | -100.0% | +1,179.0% | -1,278.9% | -99.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MPC.
Daily Out/Under-Performance
Portfolio return minus MPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MPC 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 MPC 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