-36.0%
SQQQ vs MXL
+276.5%
-312.4%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -11.1% | +8.3% | -5.5% |
| 7D | +14.6% | -24.3% | +38.9% | +7.5% |
| 30D | +28.9% | -46.1% | +75.0% | +13.9% |
| 3M | +13.1% | -21.8% | +34.9% | +11.6% |
| 6M | -15.2% | -27.2% | +12.0% | -12.3% |
| YTD | -37.0% | +226.2% | -263.1% | +15.7% |
| 1Y | -36.0% | +297.0% | -332.9% | +39.6% |
| All | -36.0% | +276.5% | -312.4% | +39.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 1y: compounded portfolio wealth divided by compounded MXL 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…
1y analysis · Full analysis span regression · 6 months rolling