-53.5%
SQQQ vs MLM
-15.9%
-37.7%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.6% | +0.1% |
| 7D | -0.9% | -2.9% | +2.0% | -2.3% |
| 30D | -0.3% | -6.8% | +6.5% | -3.5% |
| 3M | +2.7% | -11.2% | +14.0% | -2.1% |
| 6M | -43.8% | -21.8% | -22.0% | -48.3% |
| YTD | -42.9% | -17.0% | -25.9% | -44.6% |
| 1Y | -53.5% | -16.4% | -37.2% | -54.2% |
| All | -53.5% | -15.9% | -37.7% | -54.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 1y: compounded portfolio wealth divided by compounded MLM 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…
1y analysis · Full analysis span regression · 6 months rolling