-100.0%
SQQQ vs MTUM
+604.3%
-704.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -2.3% |
| 3M | -3.3% | -3.6% | +0.4% | -6.8% |
| 6M | -43.6% | +23.7% | -67.3% | +18.6% |
| YTD | -41.9% | +22.9% | -64.8% | +23.3% |
| 1Y | -50.6% | +21.8% | -72.4% | +6.2% |
| 3Y | -89.3% | +114.4% | -203.7% | +87.7% |
| 5Y | -94.8% | +79.6% | -174.4% | -7.2% |
| 10Y | -100.0% | +356.2% | -456.2% | -68.0% |
| All | -100.0% | +604.3% | -704.3% | -85.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling