+2,876.9%
TQQQ vs MAR
+450.9%
+2,426.0%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.7% | +0.8% | +0.9% |
| 7D | -1.9% | -0.5% | -1.4% | -1.4% |
| 30D | -4.9% | -5.4% | +0.6% | +0.4% |
| 3M | -6.4% | -15.5% | +9.1% | +8.5% |
| 6M | +44.4% | +3.0% | +41.4% | +36.9% |
| YTD | +35.2% | +8.5% | +26.6% | +19.8% |
| 1Y | +49.5% | +26.0% | +23.6% | +11.7% |
| 3Y | +250.7% | +68.6% | +182.1% | +109.9% |
| 5Y | +104.7% | +157.4% | -52.7% | -7.4% |
| All | +2,876.9% | +450.9% | +2,426.0% | +844.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR 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 MAR 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