-94.7%
SQQQ vs MLM
+43.0%
-137.7%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.9% | -0.4% |
| 7D | -4.2% | +1.4% | -5.6% | -2.4% |
| 30D | +2.4% | -6.5% | +9.0% | -6.4% |
| 3M | -5.7% | -7.4% | +1.8% | -14.7% |
| 6M | -46.6% | -15.8% | -30.8% | -57.1% |
| YTD | -42.7% | -17.4% | -25.3% | -54.8% |
| 1Y | -52.6% | -17.9% | -34.7% | -62.7% |
| 3Y | -89.8% | +18.9% | -108.7% | -81.7% |
| 5Y | -94.7% | +43.4% | -138.1% | -80.5% |
| All | -94.7% | +43.0% | -137.7% | -80.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling