-36.0%
SQQQ vs MTZ
-14.7%
-21.3%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -15.4% | +12.6% | -10.4% |
| 7D | +14.6% | -7.4% | +22.0% | +10.8% |
| 30D | +28.9% | -23.6% | +52.5% | +12.5% |
| 3M | +13.1% | -38.3% | +51.4% | -11.7% |
| 6M | -15.2% | -60.6% | +45.4% | -47.1% |
| YTD | -37.0% | -22.9% | -14.1% | -31.1% |
| 1Y | -36.0% | -14.3% | -21.7% | -17.2% |
| All | -36.0% | -14.7% | -21.3% | -17.2% |
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