-100.0%
SQQQ vs MXL
+313.4%
-413.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +7.5% | -10.1% | +1.3% |
| 7D | +1.8% | +18.9% | -17.0% | +11.7% |
| 30D | +4.2% | +0.3% | +3.8% | +6.2% |
| 3M | -3.3% | -8.0% | +4.8% | +5.8% |
| 6M | -43.6% | +341.2% | -384.9% | +79.0% |
| YTD | -41.9% | +327.8% | -369.7% | +85.3% |
| 1Y | -50.6% | +364.9% | -415.5% | +75.0% |
| 3Y | -89.3% | +229.2% | -318.5% | -50.9% |
| 5Y | -94.8% | +42.8% | -137.6% | -78.4% |
| All | -100.0% | +313.4% | -413.3% | -99.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling