-53.5%
SQQQ vs MTZ
+30.9%
-84.4%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.1% | -2.5% | +0.8% |
| 7D | -0.9% | -1.6% | +0.6% | -1.9% |
| 30D | -0.3% | -11.1% | +10.8% | -6.4% |
| 3M | +2.7% | -36.7% | +39.4% | -17.4% |
| 6M | -43.8% | -21.9% | -21.9% | -45.7% |
| YTD | -42.9% | +9.1% | -52.0% | -29.6% |
| 1Y | -53.5% | +30.0% | -83.5% | -37.6% |
| All | -53.5% | +30.9% | -84.4% | -37.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MTZ.
Daily Out/Under-Performance
Portfolio return minus MTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTZ 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 1y: compounded portfolio wealth divided by compounded MTZ 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…
1y analysis · Full analysis span regression · 6 months rolling