-100.0%
SQQQ vs MXL
+315.4%
-415.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +7.5% | -10.1% | +1.1% |
| 7D | +1.8% | +18.9% | -17.0% | +11.1% |
| 30D | +4.2% | +0.3% | +3.8% | +6.1% |
| 3M | -3.3% | -8.0% | +4.8% | +5.5% |
| 6M | -43.6% | +341.2% | -384.9% | +63.0% |
| YTD | -41.9% | +327.8% | -369.7% | +69.0% |
| 1Y | -50.6% | +364.9% | -415.5% | +57.9% |
| 3Y | -89.3% | +229.2% | -318.5% | -55.7% |
| 5Y | -94.8% | +42.8% | -137.6% | -79.3% |
| 10Y | -100.0% | +303.1% | -403.0% | -99.6% |
| All | -100.0% | +315.4% | -415.4% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling