-100.0%
SQQQ vs MTCH
+663.4%
-763.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.4% | -3.9% | -1.6% |
| 7D | +1.8% | +1.3% | +0.5% | +2.7% |
| 30D | +4.2% | +15.9% | -11.7% | +15.5% |
| 3M | -3.3% | +23.3% | -26.6% | +13.1% |
| 6M | -43.6% | +40.1% | -83.8% | -26.3% |
| YTD | -41.9% | +33.6% | -75.5% | -25.8% |
| 1Y | -50.6% | +14.1% | -64.7% | -43.1% |
| 3Y | -89.3% | +1.4% | -90.7% | -86.9% |
| 5Y | -94.8% | -73.1% | -21.7% | -96.2% |
| 10Y | -100.0% | +204.8% | -304.7% | -99.7% |
| All | -100.0% | +663.4% | -763.4% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH 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 MTCH 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