+33,565.4%
TQQQ vs MCO
+2,033.5%
+31,531.9%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.5% | -1.8% | -1.2% |
| 7D | -3.9% | -7.3% | +3.4% | +6.5% |
| 30D | -5.3% | -1.7% | -3.6% | -3.8% |
| 3M | +0.1% | +3.9% | -3.8% | -9.1% |
| 6M | +40.7% | +3.8% | +36.8% | +25.8% |
| YTD | +31.8% | -7.9% | +39.7% | +35.4% |
| 1Y | +48.2% | -6.8% | +55.1% | +46.5% |
| 3Y | +253.6% | +40.9% | +212.7% | +105.0% |
| 5Y | +99.6% | +27.5% | +72.1% | +57.9% |
| 10Y | +2,951.5% | +381.4% | +2,570.1% | +519.7% |
| All | +33,565.4% | +2,033.5% | +31,531.9% | +1,507.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 MCO 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