-89.3%
SQQQ vs MXL
+222.8%
-312.1%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +7.5% | -10.1% | -0.1% |
| 7D | +1.8% | +18.9% | -17.0% | +8.0% |
| 30D | +4.2% | +0.3% | +3.8% | +5.7% |
| 3M | -3.3% | -8.0% | +4.8% | +3.7% |
| 6M | -43.6% | +341.2% | -384.9% | +26.0% |
| YTD | -41.9% | +327.8% | -369.7% | +30.7% |
| 1Y | -50.6% | +364.9% | -415.5% | +20.7% |
| 3Y | -89.3% | +229.2% | -318.5% | -67.0% |
| All | -89.3% | +222.8% | -312.1% | -67.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling