-89.3%
SQQQ vs MTZ
+160.5%
-249.8%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.5% | -6.1% | -0.1% |
| 7D | +1.8% | +1.4% | +0.4% | +3.0% |
| 30D | +4.2% | -14.5% | +18.6% | -5.9% |
| 3M | -3.3% | -32.9% | +29.7% | -22.5% |
| 6M | -43.6% | -20.8% | -22.8% | -46.9% |
| YTD | -41.9% | +10.6% | -52.5% | -28.8% |
| 1Y | -50.6% | +27.1% | -77.7% | -30.6% |
| 3Y | -89.3% | +166.1% | -255.4% | -74.1% |
| All | -89.3% | +160.5% | -249.8% | -74.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling