-100.0%
SQQQ vs MLM
+724.5%
-824.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | +2.5% | -12.8% | -7.9% |
| 7D | -1.7% | -3.8% | +2.1% | -4.4% |
| 30D | +29.9% | +11.0% | +18.9% | +44.6% |
| 3M | +16.0% | -3.1% | +19.1% | +13.5% |
| 6M | +3.6% | -9.8% | +13.4% | -4.9% |
| YTD | -35.1% | -14.4% | -20.7% | -42.2% |
| 1Y | -37.0% | -12.6% | -24.4% | -42.3% |
| 3Y | -88.7% | +19.7% | -108.4% | -83.5% |
| 5Y | -93.1% | +29.8% | -122.8% | -85.0% |
| 10Y | -100.0% | +153.5% | -253.5% | -99.7% |
| All | -100.0% | +724.5% | -824.5% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling