-100.0%
SQQQ vs MUB
+54.4%
-154.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.7% | +4.0% | +2.1% |
| 7D | +4.1% | -1.2% | +5.3% | +2.0% |
| 30D | +4.6% | -2.8% | +7.4% | 0.0% |
| 3M | -10.4% | -3.1% | -7.4% | -14.6% |
| 6M | -42.1% | -2.9% | -39.2% | -44.3% |
| YTD | -40.3% | -2.0% | -38.3% | -41.8% |
| 1Y | -50.2% | 0.0% | -50.2% | -49.9% |
| 3Y | -89.4% | +7.4% | -96.8% | -87.9% |
| 5Y | -94.7% | +0.8% | -95.4% | -94.2% |
| 10Y | -100.0% | +16.7% | -116.7% | -100.0% |
| All | -100.0% | +54.4% | -154.4% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MUB.
Daily Out/Under-Performance
Portfolio return minus MUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MUB 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 MUB 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