-100.0%
SQQQ vs MTB
+427.5%
-527.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.0% | +0.7% |
| 7D | -2.7% | +1.1% | -3.8% | -1.7% |
| 30D | +2.4% | -4.6% | +7.0% | -1.9% |
| 3M | -8.0% | +6.3% | -14.3% | -2.4% |
| 6M | -43.9% | +15.6% | -59.5% | -35.1% |
| YTD | -42.2% | +20.6% | -62.8% | -30.0% |
| 1Y | -51.8% | +22.5% | -74.3% | -40.3% |
| 3Y | -89.7% | +114.4% | -204.2% | -74.8% |
| 5Y | -94.7% | +101.9% | -196.6% | -85.1% |
| 10Y | -100.0% | +170.4% | -270.4% | -99.8% |
| All | -100.0% | +427.5% | -527.5% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling