+34,703.6%
TQQQ vs MAR
+1,484.1%
+33,219.5%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.7% | -1.8% |
| 7D | +2.8% | -0.5% | +3.3% | +3.3% |
| 30D | -3.0% | -4.7% | +1.6% | +2.0% |
| 3M | -2.7% | -15.6% | +12.9% | +15.1% |
| 6M | +45.4% | +1.2% | +44.2% | +39.4% |
| YTD | +36.3% | +7.5% | +28.8% | +20.0% |
| 1Y | +53.4% | +26.6% | +26.8% | +9.7% |
| 3Y | +265.6% | +66.0% | +199.6% | +106.6% |
| 5Y | +101.7% | +154.1% | -52.4% | -20.8% |
| 10Y | +3,054.7% | +441.9% | +2,612.8% | +310.4% |
| All | +34,703.6% | +1,484.1% | +33,219.5% | +1,186.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling