-36.0%
SQQQ vs MRK
+87.2%
-123.1%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +3.9% | -6.7% | -3.4% |
| 7D | +14.6% | +6.7% | +7.9% | +13.4% |
| 30D | +28.9% | +7.8% | +21.1% | +27.2% |
| 3M | +13.1% | +18.2% | -5.0% | +8.6% |
| 6M | -15.2% | +34.7% | -49.9% | -19.3% |
| YTD | -37.0% | +45.8% | -82.8% | -40.6% |
| 1Y | -36.0% | +84.6% | -120.5% | -39.9% |
| All | -36.0% | +87.2% | -123.1% | -39.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MRK.
Daily Out/Under-Performance
Portfolio return minus MRK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRK 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 1y: compounded portfolio wealth divided by compounded MRK 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…
1y analysis · Full analysis span regression · 6 months rolling