-72.6%
SQQQ vs MULL
+2,337.2%
-2,409.8%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.2% | -1.4% | -2.9% |
| 7D | +1.8% | -8.4% | +10.2% | -0.7% |
| 30D | +4.2% | +9.7% | -5.5% | +8.8% |
| 3M | -3.3% | -26.8% | +23.5% | +3.2% |
| 6M | -43.6% | +220.7% | -264.3% | +16.2% |
| YTD | -41.9% | +509.0% | -550.9% | +62.2% |
| 1Y | -50.6% | +1,739.5% | -1,790.2% | +141.5% |
| All | -72.6% | +2,337.2% | -2,409.8% | +160.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 MULL 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