+105.2%
TQQQ vs MTB
+104.1%
+1.0%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.3% | +2.2% | +2.3% |
| 7D | -1.9% | 0.0% | -1.9% | -1.9% |
| 30D | -4.9% | -4.8% | -0.1% | -0.9% |
| 3M | -6.4% | +6.0% | -12.4% | -11.7% |
| 6M | +44.4% | +19.6% | +24.8% | +22.3% |
| YTD | +35.2% | +21.5% | +13.7% | +12.3% |
| 1Y | +49.5% | +24.7% | +24.8% | +20.8% |
| 3Y | +250.7% | +108.6% | +142.1% | +85.7% |
| All | +105.2% | +104.1% | +1.0% | +28.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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