-100.0%
SQQQ vs MTUM
+357.8%
-457.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.3% | -3.9% | +0.9% |
| 7D | +1.8% | +0.7% | +1.1% | +3.9% |
| 30D | +4.2% | -2.4% | +6.6% | -2.2% |
| 3M | -3.3% | -3.6% | +0.4% | -6.7% |
| 6M | -43.6% | +23.7% | -67.3% | +18.2% |
| YTD | -41.9% | +22.9% | -64.8% | +22.9% |
| 1Y | -50.6% | +21.8% | -72.4% | +5.9% |
| 3Y | -89.3% | +114.4% | -203.7% | +85.6% |
| 5Y | -94.8% | +79.6% | -174.4% | -7.8% |
| All | -100.0% | +357.8% | -457.8% | -67.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MTUM.
Daily Out/Under-Performance
Portfolio return minus MTUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTUM 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 10y: compounded portfolio wealth divided by compounded MTUM 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…
10y analysis · Full analysis span regression · 6 months rolling