-94.7%
SQQQ vs MPC
+687.9%
-782.6%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.4% | +1.1% |
| 7D | -2.7% | +3.2% | -5.9% | -1.1% |
| 30D | +2.4% | +25.0% | -22.6% | +15.2% |
| 3M | -8.0% | +55.2% | -63.2% | +16.3% |
| 6M | -43.9% | +86.4% | -130.3% | -21.1% |
| YTD | -42.2% | +148.5% | -190.7% | -1.8% |
| 1Y | -51.8% | +121.7% | -173.5% | -23.4% |
| 3Y | -89.7% | +172.9% | -262.6% | -78.0% |
| 5Y | -94.7% | +679.9% | -774.6% | -71.1% |
| All | -94.7% | +687.9% | -782.6% | -71.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling