-100.0%
SQQQ vs MPC
+2,977.1%
-3,077.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.2% |
| 7D | -0.9% | +5.4% | -6.4% | +2.5% |
| 30D | -0.3% | +31.0% | -31.3% | +18.9% |
| 3M | +2.7% | +46.0% | -43.3% | +31.9% |
| 6M | -43.8% | +77.3% | -121.1% | -18.5% |
| YTD | -42.9% | +141.9% | -184.8% | +2.8% |
| 1Y | -53.5% | +120.9% | -174.5% | -20.6% |
| 3Y | -89.4% | +182.7% | -272.1% | -75.6% |
| 5Y | -94.7% | +646.4% | -741.1% | -72.4% |
| 10Y | -100.0% | +1,138.7% | -1,238.7% | -99.5% |
| All | -100.0% | +2,977.1% | -3,077.1% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling