-100.0%
SQQQ vs MLM
+699.3%
-799.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.6% | +0.7% |
| 7D | -0.9% | -2.9% | +2.0% | -3.7% |
| 30D | -0.3% | -6.8% | +6.5% | -6.8% |
| 3M | +2.7% | -11.2% | +14.0% | -8.3% |
| 6M | -43.8% | -21.8% | -22.0% | -54.9% |
| YTD | -42.9% | -17.0% | -25.9% | -51.0% |
| 1Y | -53.5% | -16.4% | -37.2% | -59.6% |
| 3Y | -89.4% | +14.5% | -103.9% | -85.1% |
| 5Y | -94.7% | +41.7% | -136.4% | -87.5% |
| 10Y | -100.0% | +200.0% | -300.0% | -99.7% |
| All | -100.0% | +699.3% | -799.3% | -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