-89.3%
SQQQ vs MRK
+44.4%
-133.7%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.5% | -2.0% | -2.6% |
| 7D | +1.8% | -4.3% | +6.1% | +1.4% |
| 30D | +4.2% | +8.3% | -4.1% | +5.1% |
| 3M | -3.3% | +20.0% | -23.3% | -1.3% |
| 6M | -43.6% | +25.7% | -69.3% | -41.8% |
| YTD | -41.9% | +38.7% | -80.6% | -38.6% |
| 1Y | -50.6% | +74.7% | -125.3% | -44.7% |
| 3Y | -89.3% | +45.4% | -134.7% | -88.7% |
| All | -89.3% | +44.4% | -133.7% | -88.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling