+250.7%
TQQQ vs MAR
+66.4%
+184.3%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.7% | +0.8% | +0.6% |
| 7D | -1.9% | -0.5% | -1.4% | -1.4% |
| 30D | -4.9% | -5.4% | +0.6% | +1.1% |
| 3M | -6.4% | -15.5% | +9.1% | +11.4% |
| 6M | +44.4% | +3.0% | +41.4% | +32.4% |
| YTD | +35.2% | +8.5% | +26.6% | +12.6% |
| 1Y | +49.5% | +26.0% | +23.6% | -2.9% |
| 3Y | +250.7% | +68.6% | +182.1% | +55.4% |
| All | +250.7% | +66.4% | +184.3% | +55.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling