-100.0%
SQQQ vs MLM
+203.1%
-303.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.8% | +2.6% | -0.9% |
| 7D | -2.7% | -2.7% | 0.0% | -5.3% |
| 30D | +2.4% | -8.3% | +10.7% | -5.8% |
| 3M | -8.0% | -12.0% | +4.0% | -18.3% |
| 6M | -43.9% | -17.6% | -26.3% | -52.7% |
| YTD | -42.2% | -18.9% | -23.4% | -51.5% |
| 1Y | -51.8% | -17.6% | -34.1% | -58.6% |
| 3Y | -89.7% | +16.8% | -106.5% | -85.2% |
| 5Y | -94.7% | +41.0% | -135.7% | -87.7% |
| 10Y | -100.0% | +209.3% | -309.3% | -99.8% |
| All | -100.0% | +203.1% | -303.0% | -99.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling