-100.0%
SQQQ vs MTZ
+773.6%
-873.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.5% | -6.1% | -0.2% |
| 7D | +1.8% | +1.4% | +0.4% | +2.9% |
| 30D | +4.2% | -14.5% | +18.6% | -5.6% |
| 3M | -3.3% | -32.9% | +29.7% | -21.8% |
| 6M | -43.6% | -20.8% | -22.8% | -47.1% |
| YTD | -41.9% | +10.6% | -52.5% | -30.4% |
| 1Y | -50.6% | +27.1% | -77.7% | -32.8% |
| 3Y | -89.3% | +166.1% | -255.4% | -69.3% |
| 5Y | -94.8% | +170.7% | -265.5% | -80.9% |
| All | -100.0% | +773.6% | -873.5% | -99.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling