-89.3%
SQQQ vs MTB
+114.2%
-203.5%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.3% | -2.9% | -2.3% |
| 7D | +1.8% | 0.0% | +1.8% | +1.8% |
| 30D | +4.2% | -4.8% | +9.0% | 0.0% |
| 3M | -3.3% | +6.0% | -9.2% | +1.7% |
| 6M | -43.6% | +19.6% | -63.3% | -33.3% |
| YTD | -41.9% | +21.5% | -63.4% | -29.7% |
| 1Y | -50.6% | +24.7% | -75.3% | -38.4% |
| 3Y | -89.3% | +108.6% | -197.9% | -78.6% |
| All | -89.3% | +114.2% | -203.5% | -78.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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