-88.7%
SQQQ vs MLM
+18.8%
-107.5%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | +2.5% | -12.8% | -8.0% |
| 7D | -1.7% | -3.8% | +2.1% | -4.3% |
| 30D | +29.9% | +11.0% | +18.9% | +43.6% |
| 3M | +16.0% | -3.1% | +19.1% | +13.0% |
| 6M | +3.6% | -9.8% | +13.4% | -5.5% |
| YTD | -35.1% | -14.4% | -20.7% | -42.2% |
| 1Y | -37.0% | -12.6% | -24.4% | -41.9% |
| 3Y | -88.7% | +19.7% | -108.4% | -80.7% |
| All | -88.7% | +18.8% | -107.5% | -80.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling