+250.7%
TQQQ vs MKC
-31.4%
+282.1%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.4% | +2.1% | +2.6% |
| 7D | -1.9% | -1.5% | -0.5% | -2.0% |
| 30D | -4.9% | -3.1% | -1.7% | -5.0% |
| 3M | -6.4% | +5.2% | -11.6% | -6.1% |
| 6M | +44.4% | -12.8% | +57.2% | +47.1% |
| YTD | +35.2% | -23.3% | +58.5% | +39.2% |
| 1Y | +49.5% | -24.1% | +73.6% | +54.3% |
| 3Y | +250.7% | -32.1% | +282.8% | +307.3% |
| All | +250.7% | -31.4% | +282.1% | +307.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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