-100.0%
SQQQ vs MLM
+720.2%
-820.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.5% | +2.3% | +1.3% |
| 7D | +1.9% | -2.9% | +4.8% | +0.2% |
| 30D | +32.2% | +10.4% | +21.8% | +46.4% |
| 3M | +17.1% | -3.7% | +20.8% | +13.8% |
| 6M | +5.4% | -10.3% | +15.7% | -3.7% |
| YTD | -33.9% | -14.8% | -19.1% | -41.5% |
| 1Y | -31.3% | -13.9% | -17.4% | -38.1% |
| 3Y | -87.6% | +18.4% | -106.0% | -82.2% |
| 5Y | -93.3% | +31.8% | -125.1% | -85.2% |
| 10Y | -100.0% | +143.4% | -243.4% | -99.8% |
| All | -100.0% | +720.2% | -820.2% | -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