-100.0%
SQQQ vs MRK
+627.9%
-727.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.9% | +5.2% | +1.4% |
| 7D | +4.1% | -5.0% | +9.1% | -0.9% |
| 30D | +4.6% | +11.0% | -6.3% | +16.1% |
| 3M | -10.4% | +22.4% | -32.8% | +8.2% |
| 6M | -42.1% | +25.4% | -67.5% | -28.1% |
| YTD | -40.3% | +39.5% | -79.8% | -17.2% |
| 1Y | -50.2% | +78.0% | -128.2% | -10.0% |
| 3Y | -89.4% | +45.5% | -134.9% | -84.2% |
| 5Y | -94.7% | +130.3% | -224.9% | -84.6% |
| 10Y | -100.0% | +229.8% | -329.8% | -99.8% |
| All | -100.0% | +627.9% | -727.9% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling