+101.7%
TQQQ vs MCD
+19.5%
+82.3%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | 0.0% |
| 7D | +2.8% | -2.9% | +5.7% | +5.4% |
| 30D | -3.0% | -6.7% | +3.7% | +2.7% |
| 3M | -2.7% | -9.6% | +6.8% | +4.7% |
| 6M | +45.4% | -22.3% | +67.7% | +83.5% |
| YTD | +36.3% | -15.4% | +51.7% | +54.5% |
| 1Y | +53.4% | -16.8% | +70.2% | +74.6% |
| 3Y | +265.6% | -2.4% | +268.0% | +208.1% |
| 5Y | +101.7% | +19.4% | +82.3% | +19.6% |
| All | +101.7% | +19.5% | +82.3% | +19.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MCD.
Daily Out/Under-Performance
Portfolio return minus MCD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCD 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 5y: compounded portfolio wealth divided by compounded MCD 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…
5y analysis · Full analysis span regression · 6 months rolling