-100.0%
SQQQ vs MRK
+230.6%
-330.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.5% | -2.0% | -3.0% |
| 7D | +1.8% | -4.3% | +6.1% | -1.4% |
| 30D | +4.2% | +8.3% | -4.1% | +10.9% |
| 3M | -3.3% | +20.0% | -23.3% | +10.3% |
| 6M | -43.6% | +25.7% | -69.3% | -32.9% |
| YTD | -41.9% | +38.7% | -80.6% | -24.7% |
| 1Y | -50.6% | +74.7% | -125.3% | -21.6% |
| 3Y | -89.3% | +45.4% | -134.7% | -85.0% |
| 5Y | -94.8% | +129.0% | -223.8% | -86.4% |
| All | -100.0% | +230.6% | -330.6% | -99.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling